Attached is the code that I am attempting to put into live trading through Quantopians paper trading system. Unfortunately, an error pops up saying "There was a problem deploying your algorithm to live trading." Other algorithms can still live trade, so the issue is definitely with this algorithm. Are we unable to go into live trading yet with Future's data?
Hi Milap,
Algos running on the futures calendar, or any algos using futures, are currently only allowed in backtesting. We will have to improve that error message so that it's more clear. Sorry for the confusion.
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Ah ok, thanks for the response. Figured that was probably it. Any idea on when running the futures calendar will be implemented? I'm purely interested in using that data, not actually trading futures so is this only possible currently with non-quantopian futures data?
We don't have a timeline for that yet. I can tell you that paper trading will come before live trading, and we hope to work on a futures-specific contest, but we don't have a good sense yet of how long these will take. We also plan to give better analysis tools for futures algos and respond to some of the feedback that comes from the community over the next few months in terms of the API and any data issues.
Disclaimer
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.
@JamieMcCorriston: Are we able to to use the futures data and live trade with the equity calandar? So look at the chain of VX but trade XIV? I have rewritten a few of my algo's and it improves the performance so I would like to put them live
@JamieMcCorriston
And how about pipeline x futures?
"CannotUsePipeline: Pipeline is not yet supported on the Futures calendar."
@Peter: Not yet. Futures data is only available on the futures calendar. You can backtest the strategy you described by trading equities in an algo that runs on the futures calendar, but that can't yet be live traded.
@Roberto: Pipeline isn't yet supported on the futures calendar. Out of curiosity, are you hoping to use pipeline to make a cross-sectional futures strategy? or are you trying to write something that uses both futures and equities data?
Disclaimer
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.
@Jamie, firstly I am trying to get vix and vix derived instruments data(CBOE/Quandl) so that I can use them together with vix futures. The idea to use equities and futures is also in my mind, but I need to be more familiar with futures strategies in general. Is there any other way to get vix without using pipeline or fetch on the futures calendar?
Roberto,
Right now, the only way to get VIX data on the futures calendar is with Fetcher. Thanks for sharing your use case, we will take that into consideration when prioritizing which features to work on next.
Disclaimer
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.
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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.