1. I have code that downloads daily and minute data from IB its in file.
I have also included sample parqet files downloaded. If you already have better code for download data that you want/can use, it is up to you. If it makes it easy for you.
2. I will have all s and p 500 stocks in daily_tickers.txt. So your code should be able to run simple stock selecting strategy like some technical indicators, momentum/mean rev that will short list few stocks to buy or sell next intraday. This is just to reduce load on minute data strategy. So we can only concentrate on few stocks..
3. We should have intraday strategy that will get trading signals using similar momentum/mean rev and we trade. Number of stocks we buy/sell can be fixed number of shares or dollar ammount.
4. We should be able run backtest and live trade both strategies