Price and Trading Data
Daily bars, intraday bars, ticks, delayed quotes, streaming and whole-exchange downloads — what each one contains, what it silently leaves out, and how to tell which you are holding.
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What is actually inside one day of price data?
Start the first lessonUnit 1 Daily Bars
- What is actually inside one day of price data?
- Why does Apple's 2020 close appear as both 499 and 121?
- What happens to a bar when you ask for a week instead of a day?
- How do you ask for one number instead of twenty years?
Practice Check · Unit 1 A short check · cannot be failed Start
Unit 2 Inside the Day
- How do you get a price from the middle of a trading day?
- What moment does a bar's timestamp actually mark?
- Why can you not glue intraday bars onto daily history?
- What is a bar made of, if not simply the trades?
Practice Check · Unit 2 A short check · cannot be failed Start
Unit 3 Right Now, Approximately
- What does "delayed" actually mean on a live quote?
- How do you quote fifty symbols without fifty requests?
- When is a socket the right tool, and when is asking again?
- Is this quote stale, or is the market simply closed?
Practice Check · Unit 3 A short check · cannot be failed Start
Unit 4 Whole Markets at Once
- How do you update fifty thousand tickers without fifty thousand calls?
- What is the exchange half of a ticker actually naming?
- Where do you find the tickers that no longer exist?
- Price and trading data — course checkpoint
Practice Check · Unit 4 A short check · cannot be failed Start
Last Course exam
One exam, the whole course Unlocks when you have read all 16 lessons
Passing it earns the course certificate. It also counts toward the Builder track (course 3 of 13): pass every course exam in a track to earn its track certificate.