Importing Data

AI & Machine learning
1

Hello there:



 I was watching this video: "Quantra by QuantInsti | Courses on Algorithmic and Quantitative Trading;  in the momentum strategies course, and I wondered…



Is it possible to import data from a time scale  less than a day??, for example… is it possible to obtain  OHCLV data from avery single MINUTE of the trading day??



Thanks a lot

2

Hi Ghery,



Yes, it is very much possible to obtain data at a minute level frequency. Explore this notebook on Minute Price Data and Resampling Techniques to understand how to import minute level data from Yahoo! Finance and resample them to different frequencies. You can download the minute data for up to seven days from Yahoo! Finance. You can also explore other sources to obtain these data. Some of them have been mentioned here. 

I hope this helps.



Thanks,

Satyapriya

3

Thanks to you…  I will check the course… seems to be very interesting  and it may help me in my trading progress…