Understanding the Preloaded Data

Spectral Alpha comes preloaded with historical market data, ready for you to use in your algorithm development and backtesting. Here's what you need to know about this data:

Specification

Disclaimer

While we strive to provide accurate and reliable data, it comes with no warranties or guarantees of completeness or absolute accuracy.

Data is updated weekly

Resolution

All data is provided in 1-minute OHLC (Open, High, Low, Close) format with a UTC timestamp. This granularity allows you to analyze price movements in detail and develop strategies that operate on a shorter timeframe.

Errors

It's important to be aware that this data may contain gaps or inaccuracies. These can arise due to various reasons, such as:

• Data Collection Challenges: Gathering and consolidating data from multiple public sources can introduce inconsistencies.
• Market Events: Unusual market activity, like flash crashes or trading halts, can lead to data anomalies.

Automatic Gap Fixing:

By default, Spectral Alpha automatically applies gap fixing to all algorithms. This helps mitigate the impact of data gaps on your analysis and backtesting.

Robustness Against Data Issues:

Keep in mind that even live data feeds can have issues like dropped data, downtime, and errors. It's crucial to design your algorithms to be robust against these types of problems, ensuring they can handle real-world market conditions.