1 minute bars with a ~400 universe

Hello Brian,

We are thinking of using QuantRocket to test and live trade through the platform.

At some occasions we may have to react on live data (from IB), requiring to retrieve ~400 1-min bar prices and to send say 400 orders in the book in the course of a minute through IB (for which I understand we may need IBs FIX).

Do you think that QuantRocket is fast enough for this to be traded live?

Thank you

Real-time data with 1-min aggregates for 400 securities shouldn’t be a problem. More on real-time database performance is in the docs.

If you send 400 orders to the blotter, it will submit them to IBKR at a rate of 25 orders per second. This is to stay safely under the IBKR API rate limit of 50 total messages per second for outgoing messages across all services, not just the blotter.