When is handle_data() called?

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When is handle_data() called?

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API Seeking Help

Hi ya'll, I'm very new to Quantopian and am seeking a few details or examples about when the handle_data() method is called.

I see in the documentation:

Called whenever a market event occurs for any of your algorithm's specified securities.

def initialize():  
    context.stock = symbol("SPY")

def handle_data(context, data):  
    print("Event occurred on SPY?")

Could someone please elaborate or maybe provide a few scenarios that constitute a 'market event'? Also, by "specified securities" does that mean any securities that I've defined in the initialize method?

Thank you in advance, sorry for the newby question.

2 responses

A market event is anytime that the stock was traded. For example, SPY is a very liquid ETF and will have price data every single minute, so handle_data() will get called every minute.

If you're trading a less liquid stock, like BRK_A, this has minutes of no trades and during that time handle_data() will not get called.

And that's right -- "specified securities" are those defined in initialize(). These are good questions to understand the structure of the backtester, keep them coming!

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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.

About Quantopian

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.