The Minute data is great, but some algos could really benefit from even faster data! :)
The Minute data is great, but some algos could really benefit from even faster data! :)
Yes, that would be great.
The current minute data doesn't really suit certain kind of algorithms that require to work at higher frequency. Also the default slippage model that uses the next minute close price is not suitable for those algorithms.
Currently It seems only QuantConnect offers the right environment for higher frequency algorithms (it supports tick, second or minute resolution). But It's a different platform, with different goals, features, language and Quantopian suits better my needs.