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Minutely USEquityPricing data in standalone Python development IDE
API

Hi,

I'm currently trying to create my a back testing environment in my own standalone Python IDE by using zipline.
I would like to use the minute based data from USEquityPricing. However, when looking into the zipline documentation I can not find any method for writing the USEquityPricing minute data read to my own disk.

It seems like it's possible to write daily USEquityPricing data by using zipline.data.us_equity_pricing.BcolzDailyBarWriter.

(http://www.zipline.io/_modules/zipline/data/us_equity_pricing.html#BcolzDailyBarWriter)

Does anyone know if it is possible to get the minute data? If not, are there any plans for making this available?

Best regards,

Chris

2 responses

i would like to do the exact same thing. What is the point of designing an offline backtesting engine when there is no data (except daily bars) available?

polygon.io via streaming might be an option, even tick data. No idea what an individual subscription would cost.

By the way, the more I know about zipline and viewing Quantopian in general from a more overall perspective, the more I'm impressed over what they've built and how generous at the same time toward the world, sure hope those principles and efforts will be highly rewarded.