minute bar data - open/close prices or just price available?

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minute bar data - open/close prices or just price available?

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According to the Quantopian help page, a "minute bar is a summary of the trading activity for a security for a one-minute period, and gives you the opening price, closing price, and trading volume during that minute." How can I access the opening and closing prices? Later in the "Event Properties" help page section, you only define price as the price a security as of an event. Do users have access to minutely open/close or just a single price representative of the minute? If the latter, what are you reporting for the price? Is it the minutely open, close, average, or something else?

1 response

It turns out that Quantopian has open/high/low/close prices and total volume for each minute and is working to make the data available for backtests (see John Fawcett's comments here).

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.