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Minute Level Data Question

1 Is it minute level data from open to close during market hours?

2 How are the data sets connected from market close to market open the next day?

3 Who provides the data?

1 response

Hi Miles,

The answer to #1 is basically yes, 390 minutes per day.

The answer to #2 & #3 is not clear:

https://www.quantopian.com/posts/data-sources-backtesting-vs-live-trading

Quantopian gets the live feed from Nanex Nxcore but it is melded with data from another source, for the trailing window. But the melding has not been described in detail. And the other source has not been revealed.

Grant