Where's the best place to get 5min historical data, back 5 years on nasdaq 100 and s&p 500 stocks
gburton02 Posts: 3
in Start Here
Where's the best place to get 5min historical data going back 5 years on nasdaq 100 and s&p 500 stocks to back test strategies in CloudQuant, without having to pay for data?
A number of symbol lists are in CloudQuant at the bottom of the Documentation page...
service.symbol_list.in_list(service.symbol_list.get_handle("9a802d98-a2d7-4326-af64-cea18f8b5d61" ),symbol) #SP500
Or if you want to use an unusual list you can create it, upload it to your User_Data section and import it at the start of each day.
service.get_market_hours(date_offset=0) # Gets a tuple with todays open and close timestamps.
opentime = service.get_market_hours(date_offset=0)
todaysDateString = service.time_to_string(opentime, '%Y-%m-%d')