We need to get live data feeding into the module, if we cant pull historical data from IB, we need to add another high frequency data source for back testing. Maybe
Also, we need to determine an aggregation method of the data that our algorithms can still process in real time (1 sec, min, hour?)
We need to get live data feeding into the module, if we cant pull historical data from IB, we need to add another high frequency data source for back testing. Maybe
Also, we need to determine an aggregation method of the data that our algorithms can still process in real time (1 sec, min, hour?)