What do you guys use for data?
I’d like to see more in depth experiences of using only Alpaca data streams compared with more robust data. Correlation data would be even better.
The algorithm I’ve been working on is optimized on instantaneous execution at every minute, using historical data from alpaca. Perhaps I’m too concerned over seconds (minutes?), but my experience with delays of minute aggregate bars was concerning.
Can I simply use latest quotes and bars as a good metric?
I am new to algo trading, by the way.