Is it possible to get a shorter timeframe backfill in Interactive brokers live paper trading?
Suraj Thorat last edited by
I have backtested a strategy on 2000 stocks simultaneously. I am trying to go live paper trade with the strategy. Although as I am using 15 minutes data when I call ibstore data almost 10 days of backfill data is asked for which takes a lot of time to download. I just need 14 bars of previous data to be backfilled in order for my strategy to work.
Also if there is a better way to do what I am doing I would be grateful for any suggestion. (Strategy is basically applying technical indicators for buy and sell on 2000 stocks. The occurrence of indicators is very rare. )
Thank you in advance and a special thanks to developers of this awesome library.