MAG

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MAG
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  • mayvj
    Hi. You were about to write a blog on this. Actually my goal is to run a strategy on many stocks on 5 min candle data. Where in it first fetches historical data of about 15-20 days to generate a moving signal. Then generate signal on live 5 min data. So should i store every tick of every symbol in a database and then resample 5 min it later on in code or straightaway fetch latest 5 min tick from historical data at the end of 5th minute? Your suggestions would be really helpful
    December 2018
  • Sashank_Chittipeddi
    Hello @ MAG,

    Could you help me with streaming data and converting it to pandas DataFrame. I am struggling with this bit & have been asking around for advise. A sample code to stream data and convert to data frame (OHLC) would be really helpful
    February 2018
    • MAG
      MAG
      Sorry I saw this today. Not very active on the forums.
      Yes I could definitely help you. Send me your phone number and FB/linkedin link.
    • Sashank_Chittipeddi
      Sashank_Chittipeddi
      Thanks! [email protected]
      9880023273
    • Sashank_Chittipeddi
      Sashank_Chittipeddi
      Hey mag, can you help me out with converting the tick data into OHLC of various intervals?
  • vineet_meharia
    I need to do the same now. Can either of you kindly help ?
    June 2018