data is provided on a 15-minute delay. The price data includes all companies or futures that were traded, including companies that have subsequently stopped trading. We also offer a collection of partner datasets such as VIX, news sentiment, earnings calendars, and more. Note that live trading and paper trading are not currently available to algorithms that use futures data. Minute-level bar data consists of the high, low, open, close, and volume for each minute that a stock or futures contract is traded. Without this complete data set, your algorithms would be be blind to the possibility of bankruptcy and the resulting losses. This data set includes over 600 metrics for use in Quantopian's backtester, as a point-in-time database.
We also have price and volume data for 72 US futures, going as far back as January 2002. This is very important in order to avoid survivor bias. Some of these sets are completely free to use, and some have free samples with paid monthly subscriptions for the full set. Those trades are bundled into one-minute bars and fed to the trading algorithms. For paper trading and real-money trading, we get a realtime feed of trades from Nanex's. We currently provide minute-level price, volume, and fundamental data of all US stocks from January 2002 through the previous trading day for backtesting. The rise in popularity has been accompanied by a proliferation of tools and services, to both test and trade with algorithms.
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