Sell-on-Gap Strategy › Part 1: Data Collection

Collect 1-minute US Stock Data¶

Start by collecting 1-minute data for US stocks. Create a bundle called 'usstock-1min':

In [1]:

from quantrocket.zipline import create_usstock_bundle
create_usstock_bundle("usstock-1min")

Out[1]:

{'status': 'success', 'msg': 'successfully created usstock-1min bundle'}

Then ingest the data:

In [2]:

from quantrocket.zipline import ingest_bundle
ingest_bundle("usstock-1min")

Out[2]:

{'status': 'the data will be ingested asynchronously'}

Use flightlog to monitor the progress:

quantrocket.zipline: INFO [usstock-1min] Ingesting minute bars for 18638 securities in usstock-1min bundle
quantrocket.zipline: INFO [usstock-1min] Ingesting daily bars for usstock-1min bundle
quantrocket.zipline: INFO [usstock-1min] Ingesting adjustments for usstock-1min bundle
quantrocket.zipline: INFO [usstock-1min] Ingesting assets for usstock-1min bundle
quantrocket.zipline: INFO [usstock-1min] Completed ingesting data for 18638 securities in usstock-1min bundle

Next Up¶

Part 2: Universe Selection