Hi,
I am trying to update my pipeline every minute with handle data is this possible??
Hi JC,
Unfortunately that is not possible. Pipeline computes its output once daily before each trading day; all pipeline_output() does is fetch the numbers that have already been computed. That's why you see pipeline_output() pretty much always invoked in before_trading_start().
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Could you tell me what you're trying to do? Maybe I can suggest a different way.
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.
Hi Nathan,
I'm wondering if there is any progress update on using minute data for the pipeline in research environment?
I would like to apply machine learning techniques to predict let say tomorrow's returns by using historical minute data in the research environment to see if it improves accuracy compared with using daily data.
Have a good day
Kelvin
Instead of using pipeline data use the 'get_pricing' method. This only gets price and volume data, but I assume that's all one is looking for because the other data sets (retrieved with pipeline) are only updated daily anyway. Actually, 'get_pricing' is typically the way you want to go anyway. The data returned is split and dividend adjusted and therefore 'normalized'. Using pipeline data will give you 'actual' price and volume which can be misleading (especially when passing the data to a ML tool). See the docs on 'get_pricing' https://www.quantopian.com/help#quantopian_research_get_pricing .
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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.