Choosing VeighNa Datafeeds and Requesting Historical Market Data
Summary
The document explains VeighNa's standardized datafeed configuration and lists supported providers, their broad instrument coverage, and available data frequencies. Configuration uses a provider name and credentials, with a token placed in the password field when that authentication method applies. Provider coverage varies: some services include stocks, futures, options, funds, or financial data, while others focus on futures; historical bars and tick data are not available from every provider.
It also outlines how scripts request historical bar or tick data by specifying a symbol, exchange, start and end times, and interval, then calling the relevant history-query function. Tick downloads require checking provider support because of their data volume. The guide is primarily an integration reference rather than a trading method. Availability and access depend on provider permissions and the selected service, and the listed provider capabilities may change over time; one service is noted as unsupported in the referenced VeighNa Studio release because of a Python version compatibility issue.
Key ideas
- VeighNa uses a common datafeed interface configured with a provider name and credentials.
- Provider coverage differs by asset class and by bar or tick frequency.
- Historical requests specify the instrument, exchange, date range, and interval.
- Tick history should be requested only after confirming provider support and access.
- The guide documents data access plumbing, not a trading strategy or evidence of performance.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.