I have been looking for guidance on trying to get the following three working together:
- Live (Paper Trading) in IB
- Daily Data
- Pipleine Screening my stocks at start of day.
Right now the code involved to pause processing seems to have too many issues around half days and other bank holidays/DST and other peculiarities.
Is there a plan to allow algo's that aren't so trigger happy intraday to run in EOD mode?
According to your documetation you enable algos a short time before the market opens.
Why not allow Daily algo's to kick off at this time to get yesterdays data, do their allocations and put in market on open orders prior to market opening bell? Then they are closed down and run again in the AM prior to market open each day?
Anyone else see this as a valid use case, I can't see how the pipeline is going to be performant on per minute data as it just seems to crash on OOM errors frequently.