pipeline, daily data and live trading? Is this possible?

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pipeline, daily data and live trading? Is this possible?

Michael Bennett

edited

Seeking Help Using Data Feature Request Pipeline

Hi everyone,

I have been looking for guidance on trying to get the following three working together:

Live (Paper Trading) in IB
Daily Data
Pipleine Screening my stocks at start of day.

Right now the code involved to pause processing seems to have too many issues around half days and other bank holidays/DST and other peculiarities.

Is there a plan to allow algo's that aren't so trigger happy intraday to run in EOD mode?

According to your documetation you enable algos a short time before the market opens.

Why not allow Daily algo's to kick off at this time to get yesterdays data, do their allocations and put in market on open orders prior to market opening bell? Then they are closed down and run again in the AM prior to market open each day?

Anyone else see this as a valid use case, I can't see how the pipeline is going to be performant on per minute data as it just seems to crash on OOM errors frequently.

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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.