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Using pytdx for Minute and Historical Market Data in VeighNa

Article vn.py community
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Summary

A VeighNa community post proposes creating a vnpy_pytdx module to connect the pytdx Python library with the trading framework. The author describes pytdx as a free, open library and says it can download live one-minute data for non-high-frequency use, as well as historical data after the market closes. The post suggests that integration might require modifying the engine so it can receive BarData directly.

These are user claims and a feature request, not a tested module or a documented integration procedure. The author specifically excludes the still-forming final minute from use, which matters when interpreting recent bars. The post offers no comparison of data quality, coverage, latency, reliability, or licensing terms beyond calling the library free and open. It therefore outlines a potential data-source workflow while leaving implementation and suitability for a trading system unverified.

Key ideas

  • The post proposes a VeighNa module that would connect to the pytdx data library.
  • The author says the library can provide live one-minute data and historical data after market close.
  • The still-forming final minute is excluded from the described live data use.
  • Integration may require adapting the engine to accept BarData objects.
  • The post is a suggestion and does not provide implementation evidence or data-quality tests.

Tags

China marketsEquitiesExecutionMarket microstructure

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.