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This repository has been archived by the owner on Jan 12, 2024. It is now read-only.
I'd like to implement a day trading strategy in following manner: each day, before the market starts, I need to calculate a list of signals for all S&P500 and perform an screening process and choose about 100 companies. Then I need to trade them on a minute based data. Given the high number of companies that I would like to track in the market on minute basis, are you aware of any limitation in the framework to handle that volume of symbols?
This is related issue to [issue with multi-instrument #37]
Thanks again Ran!
The text was updated successfully, but these errors were encountered:
I'd like to implement a day trading strategy in following manner: each day, before the market starts, I need to calculate a list of signals for all S&P500 and perform an screening process and choose about 100 companies. Then I need to trade them on a minute based data. Given the high number of companies that I would like to track in the market on minute basis, are you aware of any limitation in the framework to handle that volume of symbols?
This is related issue to [issue with multi-instrument #37]
Thanks again Ran!
The text was updated successfully, but these errors were encountered: