When I began this project I considered using services like Quantopian, Quantconnect or Backtrader. But the goal was to detect trade ideas real time. Backtesting services would not in this situation. Realtime data services provide a flow of tick data (individual trades) that you can use to build bar data. This data feed is called a socket and it's similar to a water spigot. When you turn on the water you need to make sure you catch all the drops. If you miss any of the drops your data becomes inacurate. Real time data isn't cheap and you odviously get what you pay for. Some of these services offer the bar data in preset formats like 15 minute bars or 1 day bars. If your just getting started this is much easier to work with than building the bars from tick data.