Is it possible after all to fetch newly updated data every day from an external source during live trading? If so, where should one place the call to fetch_csv? In the initialize or in the before_trading_start method? The documentation sounds somewhat contradictory about this.
The documentation says:
"When Fetcher is used in Live Trading or Paper Trading, the fetch_csv() command is invoked once per trading day, when the algorithm warms up, before market open."
"Fetcher lets you load CSV files over http. To use it, invoke fetch_csv(url) in your initialize method."
"initialize(context) Called once at the very beginning of a backtest. "
"before_trading_start(context) Optional. Called daily prior to the open of market."