Import M1 data

Hi,

I am new to Zorro and want to develop strategies using M1 data (1-minute data).

I have read the documentation on data history download and checked download.c function, but I don't understand what are best options to download M1 data.

Is IB a good source for M1 data or should I try with IQFeed or some other source?

I have several questions about using IB as the broker for M1 data:
1. Is it possible to download adjusted data or just unadjusted?
2. How to provide a symbol list I want to download (for example SP500 symbols)?
3. How Zorro control for symbol changes and survivorship bias?
4. Do I have to open TWS or Gateway before data download?

Is there documentation for more info on these questions (I have already read docs on history data download)

IB is a good source, but IB data is unadjusted. Adjusted M1 data is normally not free. It's available from providers like IQFeed, or from us. For an asset list, enter the list name instead of the symbol in the download script panel.

https://zorro-project.com/manual/en/ib.htm

https://zorro-project.com/manual/en/history.htm

And I'm afraid letting Zorro deal with renamed symbols and survivorship bias is up to you. Software only does what you tell it to do.

I have read docs on IB - Zorro connection. I will try to download data tomorrow.

Is it possible to adjust data during backtest? Quantconnect backtest platform allows this through factor files. It is possible to choose between raw, split adjusted and fully adjusted files.

You mentioned Zorro provider. This reffers to 35$ + VAT per stock? This seems a lot if we can get all stocks if we pay IB subscription with same amount? Or IQfeed data. What about daily updates from Zorro? Are they included in the price? And what if we pay for Zorro S?

Yes, it is possible to adjust data with factors. Write a small script that derives the factors from data sources like Stooq and Yahoo with adjusted and unadjusted data.

There are extra prices for multiple stocks and for monthly updates. For details please contact Support. Historical data is unrelated to Zorro S licenses.