Thanks a lot for your link...
So in your mind we could feed zipline with tick data...
But I wonder if we could have differents indicators with differents timeframe
(M30 and H1 for example)
for example a Moving average based on M30 candlestick chart
and an other indicator (RSI for example) based on a H1 candlestick chart
I didn't really read the thread, but it seems people is using pandas here. Are you aware of the resample method that is available ? If you have real time (ticker) data, you can resample it based on any granularity very easily using pandas.