DeployQuantMinute Bars
Price history summarized per minute: open, high, low, close, volume for each 60-second slice. Minute resolution is fine enough to model intraday triggers, resting-order fills, and realistic entry prices, while remaining compact enough to backtest years in seconds — the practical sweet spot for retail systematic trading.
Run a strategy that uses this yourself, free →
Build it from blocks (or type it in English), backtest it on 5.7 years of minute data in seconds, tweak any parameter, then paper trade it on live data. No card, no broker needed to start.
Related terms
BacktestingSimulating a strategy's rules against historical market data to estima…Consolidated Market DataThe combined stream of quotes and trades from all US exchanges (the co…
Backtests are hypothetical, computed by DeployQuant's engine on minute-resolution consolidated US market data (2021-01-04 to 2026-10-02, $10,000 starting capital, no margin, no fees or slippage in the headline run; buy-and-hold puts 98% of the account in at the first open, as the templates do) and do not guarantee future results. Nothing on this page is investment advice. Live trading involves risk of loss.