Querying intraday data
Primer on querying intraday data.
This page shows how to query intraday data on the SigTech platform.
Learn more: Example notebooks.
Environment
This section will import relevant internal and external libraries, as well as setting up the platform environment. For further information on setting up the environment, see Environment setup.
Querying intraday data
All time series or static data is tied to a specific instrument or strategy object. These can be queried using the following script:
Learn more: Market Data Browser
The method intraday_history_fields
provides the available intraday time series:
The intraday data is available in a few different period
time frames:
1M
5M
10M
1H
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