Course Name: Deep Reinforcement Learning in Trading, Section No: 8, Unit No: 4, Unit type: Notebook
Do you have any methods to retrieve high frequency data such as by minutes or seconds to process? Yahoo Finance doesn't allow it for such long periods. It will be very helpful if you have some functions and/or some APIs you recommend. Thanks a lot.
Hi Israel,
One way to get the data is from data vendors like Interactive Brokers, Algoseek, Bloomberg, FactSet, etc. However, do note that QuantInsti is not affiliated with any of these data vendors, and before getting the data from any vendor, it is essential that you carry out necessary research about that vendor.
Another way to get the data is from your broker. For this, too, you must conduct the necessary research and perform the data quality checks properly.
Hope this helps!