Minute Mode

[Derek Tishler]

There are a handful of posts dealing with issues on minute mode and ingest and history. With the new Quantopian 2's removal of daily mode and the upgrade past Zipline 1.0.0, its now critical that examples & more info is shared on how to use zipline with minute mode locally using our own data.

What format does the minute mode data need to be in for a universe? How can it be simply ingested for use? What is required for the benchmark data and what date range do we need to have for that in order to actually get things to work right in minute mode? Why is there not a generic example somewhere showing even fake data(both equity and benchmark) being loaded as minute mode to help get users working with useful results that can be transferred to Q2 for testing on their price data?

[Ryan]

I'd like to see some examples as well.  I haven't been successful at getting a bt run with minute data.

[Vishal Gandhi]

I've been trying hard to accomplish the same.  I found old examples that use csv input file.  I keep getting error KeyError: 'the label [2016-07-28 00:00:00+00:00] is not in the [index]' .  Any thoughts?  Any help will be appreciated.  I was also reading code for yahoo bundle and may try to implement google bundle for minute bars/data.  Do you think its a good idea?  Thanks in advance for any guidance you may provide.