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Writing algos for time frames other than 1m and 1d

I'd like to write an algo using hourly bars in the SPY or E-mini S&P futures (once available).

I see from the tutorials that it looks like only 1m and 1d bars are available, is that correct?


4 responses

Thank you so much, this is exactly what I need

So now that I can make the hourly bars how can I get the algo to run once per hour? It says in the documentation that the schedule function runs either daily, weekly or monthly. Can I call the function from handle data method or some other way?

def initialize(context):  
    for i in range(1, 390):  
        n = 60  
        # Every n minutes run schedule  
        if i % n == 0:  
        # This will start at 9:31AM and will run every n minutes  
            schedule_function(trade, date_rules.every_day(), time_rules.market_open(minutes=i))

Awesome thanks