diff --git a/.env b/.env
deleted file mode 100644
index ee97059..0000000
--- a/.env
+++ /dev/null
@@ -1,2 +0,0 @@
-POLYGON_BASE_URL=https://api.polygon.io
-POLYGON_TOKEN=2MALlIG_J_IsFKLlEGZ_SYCD_99REgkSStEc9O
diff --git a/.gitignore b/.gitignore
index a727c0a..02c0bb7 100644
--- a/.gitignore
+++ b/.gitignore
@@ -1,2 +1,4 @@
+.env
 /target
 /data
+/out
diff --git a/Cargo.lock b/Cargo.lock
index c9aca8a..66cbfa1 100644
--- a/Cargo.lock
+++ b/Cargo.lock
@@ -2,6 +2,15 @@
 # It is not intended for manual editing.
 version = 3
 
+[[package]]
+name = "ansi_term"
+version = "0.12.1"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "d52a9bb7ec0cf484c551830a7ce27bd20d67eac647e1befb56b0be4ee39a55d2"
+dependencies = [
+ "winapi",
+]
+
 [[package]]
 name = "anyhow"
 version = "1.0.44"
@@ -35,14 +44,28 @@ checksum = "cdb031dd78e28731d87d56cc8ffef4a8f36ca26c38fe2de700543e627f8a464a"
 name = "backtester"
 version = "0.1.0"
 dependencies = [
+ "anyhow",
  "async-trait",
+ "bdays",
  "chrono",
+ "chrono-tz",
+ "csv",
+ "dotenv",
+ "futures",
+ "indicatif 0.16.2",
+ "lazy_static",
  "num-traits",
- "polygon 0.11.2",
+ "polygon",
+ "rand",
  "rust_decimal",
  "serde",
  "serde_json",
+ "serde_with",
+ "stream-flatten-iters",
  "thiserror",
+ "tokio",
+ "tracing",
+ "tracing-subscriber",
  "uuid",
 ]
 
@@ -52,12 +75,33 @@ version = "0.13.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "904dfeac50f3cdaba28fc6f57fdcddb75f49ed61346676a78c4ffe55877802fd"
 
+[[package]]
+name = "bdays"
+version = "0.1.2"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "310d1621c71e83fd1908b71178a4ab1fb4439c893af3f724bd03de0ad35ed8fa"
+dependencies = [
+ "chrono",
+]
+
 [[package]]
 name = "bitflags"
 version = "1.2.1"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "cf1de2fe8c75bc145a2f577add951f8134889b4795d47466a54a5c846d691693"
 
+[[package]]
+name = "bstr"
+version = "0.2.17"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "ba3569f383e8f1598449f1a423e72e99569137b47740b1da11ef19af3d5c3223"
+dependencies = [
+ "lazy_static",
+ "memchr",
+ "regex-automata",
+ "serde",
+]
+
 [[package]]
 name = "bumpalo"
 version = "3.6.1"
@@ -96,6 +140,42 @@ dependencies = [
  "winapi",
 ]
 
+[[package]]
+name = "chrono-tz"
+version = "0.6.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "64c01c1c607d25c71bbaa67c113d6c6b36c434744b4fd66691d711b5b1bc0c8b"
+dependencies = [
+ "chrono",
+ "chrono-tz-build",
+ "phf",
+ "serde",
+]
+
+[[package]]
+name = "chrono-tz-build"
+version = "0.0.2"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "db058d493fb2f65f41861bfed7e3fe6335264a9f0f92710cab5bdf01fef09069"
+dependencies = [
+ "parse-zoneinfo",
+ "phf",
+ "phf_codegen",
+]
+
+[[package]]
+name = "console"
+version = "0.15.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "a28b32d32ca44b70c3e4acd7db1babf555fa026e385fb95f18028f88848b3c31"
+dependencies = [
+ "encode_unicode",
+ "libc",
+ "once_cell",
+ "terminal_size",
+ "winapi",
+]
+
 [[package]]
 name = "core-foundation"
 version = "0.9.1"
@@ -112,6 +192,63 @@ version = "0.8.2"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "ea221b5284a47e40033bf9b66f35f984ec0ea2931eb03505246cd27a963f981b"
 
+[[package]]
+name = "csv"
+version = "1.1.6"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "22813a6dc45b335f9bade10bf7271dc477e81113e89eb251a0bc2a8a81c536e1"
+dependencies = [
+ "bstr",
+ "csv-core",
+ "itoa 0.4.7",
+ "ryu",
+ "serde",
+]
+
+[[package]]
+name = "csv-core"
+version = "0.1.10"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "2b2466559f260f48ad25fe6317b3c8dac77b5bdb5763ac7d9d6103530663bc90"
+dependencies = [
+ "memchr",
+]
+
+[[package]]
+name = "darling"
+version = "0.13.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "757c0ded2af11d8e739c4daea1ac623dd1624b06c844cf3f5a39f1bdbd99bb12"
+dependencies = [
+ "darling_core",
+ "darling_macro",
+]
+
+[[package]]
+name = "darling_core"
+version = "0.13.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "2c34d8efb62d0c2d7f60ece80f75e5c63c1588ba68032740494b0b9a996466e3"
+dependencies = [
+ "fnv",
+ "ident_case",
+ "proc-macro2",
+ "quote",
+ "strsim",
+ "syn",
+]
+
+[[package]]
+name = "darling_macro"
+version = "0.13.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "ade7bff147130fe5e6d39f089c6bd49ec0250f35d70b2eebf72afdfc919f15cc"
+dependencies = [
+ "darling_core",
+ "quote",
+ "syn",
+]
+
 [[package]]
 name = "dotenv"
 version = "0.15.0"
@@ -124,6 +261,12 @@ version = "1.6.1"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "e78d4f1cc4ae33bbfc157ed5d5a5ef3bc29227303d595861deb238fcec4e9457"
 
+[[package]]
+name = "encode_unicode"
+version = "0.3.6"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "a357d28ed41a50f9c765dbfe56cbc04a64e53e5fc58ba79fbc34c10ef3df831f"
+
 [[package]]
 name = "encoding_rs"
 version = "0.8.28"
@@ -166,9 +309,9 @@ dependencies = [
 
 [[package]]
 name = "futures"
-version = "0.3.15"
+version = "0.3.18"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "0e7e43a803dae2fa37c1f6a8fe121e1f7bf9548b4dfc0522a42f34145dadfc27"
+checksum = "8cd0210d8c325c245ff06fd95a3b13689a1a276ac8cfa8e8720cb840bfb84b9e"
 dependencies = [
  "futures-channel",
  "futures-core",
@@ -181,9 +324,9 @@ dependencies = [
 
 [[package]]
 name = "futures-channel"
-version = "0.3.15"
+version = "0.3.18"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "e682a68b29a882df0545c143dc3646daefe80ba479bcdede94d5a703de2871e2"
+checksum = "7fc8cd39e3dbf865f7340dce6a2d401d24fd37c6fe6c4f0ee0de8bfca2252d27"
 dependencies = [
  "futures-core",
  "futures-sink",
@@ -191,15 +334,15 @@ dependencies = [
 
 [[package]]
 name = "futures-core"
-version = "0.3.15"
+version = "0.3.18"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "0402f765d8a89a26043b889b26ce3c4679d268fa6bb22cd7c6aad98340e179d1"
+checksum = "629316e42fe7c2a0b9a65b47d159ceaa5453ab14e8f0a3c5eedbb8cd55b4a445"
 
 [[package]]
 name = "futures-executor"
-version = "0.3.15"
+version = "0.3.18"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "badaa6a909fac9e7236d0620a2f57f7664640c56575b71a7552fbd68deafab79"
+checksum = "7b808bf53348a36cab739d7e04755909b9fcaaa69b7d7e588b37b6ec62704c97"
 dependencies = [
  "futures-core",
  "futures-task",
@@ -208,18 +351,16 @@ dependencies = [
 
 [[package]]
 name = "futures-io"
-version = "0.3.15"
+version = "0.3.18"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "acc499defb3b348f8d8f3f66415835a9131856ff7714bf10dadfc4ec4bdb29a1"
+checksum = "e481354db6b5c353246ccf6a728b0c5511d752c08da7260546fc0933869daa11"
 
 [[package]]
 name = "futures-macro"
-version = "0.3.15"
+version = "0.3.18"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "a4c40298486cdf52cc00cd6d6987892ba502c7656a16a4192a9992b1ccedd121"
+checksum = "a89f17b21645bc4ed773c69af9c9a0effd4a3f1a3876eadd453469f8854e7fdd"
 dependencies = [
- "autocfg",
- "proc-macro-hack",
  "proc-macro2",
  "quote",
  "syn",
@@ -227,23 +368,22 @@ dependencies = [
 
 [[package]]
 name = "futures-sink"
-version = "0.3.15"
+version = "0.3.18"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "a57bead0ceff0d6dde8f465ecd96c9338121bb7717d3e7b108059531870c4282"
+checksum = "996c6442437b62d21a32cd9906f9c41e7dc1e19a9579843fad948696769305af"
 
 [[package]]
 name = "futures-task"
-version = "0.3.15"
+version = "0.3.18"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "8a16bef9fc1a4dddb5bee51c989e3fbba26569cbb0e31f5b303c184e3dd33dae"
+checksum = "dabf1872aaab32c886832f2276d2f5399887e2bd613698a02359e4ea83f8de12"
 
 [[package]]
 name = "futures-util"
-version = "0.3.15"
+version = "0.3.18"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "feb5c238d27e2bf94ffdfd27b2c29e3df4a68c4193bb6427384259e2bf191967"
+checksum = "41d22213122356472061ac0f1ab2cee28d2bac8491410fd68c2af53d1cedb83e"
 dependencies = [
- "autocfg",
  "futures-channel",
  "futures-core",
  "futures-io",
@@ -253,8 +393,6 @@ dependencies = [
  "memchr",
  "pin-project-lite",
  "pin-utils",
- "proc-macro-hack",
- "proc-macro-nested",
  "slab",
 ]
 
@@ -311,7 +449,7 @@ checksum = "527e8c9ac747e28542699a951517aa9a6945af506cd1f2e1b53a576c17b6cc11"
 dependencies = [
  "bytes",
  "fnv",
- "itoa",
+ "itoa 0.4.7",
 ]
 
 [[package]]
@@ -352,8 +490,8 @@ dependencies = [
  "http-body",
  "httparse",
  "httpdate",
- "itoa",
- "pin-project",
+ "itoa 0.4.7",
+ "pin-project 1.0.7",
  "socket2",
  "tokio",
  "tower-service",
@@ -374,6 +512,12 @@ dependencies = [
  "tokio-native-tls",
 ]
 
+[[package]]
+name = "ident_case"
+version = "1.0.1"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "b9e0384b61958566e926dc50660321d12159025e767c18e043daf26b70104c39"
+
 [[package]]
 name = "idna"
 version = "0.2.3"
@@ -395,6 +539,30 @@ dependencies = [
  "hashbrown",
 ]
 
+[[package]]
+name = "indicatif"
+version = "0.16.2"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "2d207dc617c7a380ab07ff572a6e52fa202a2a8f355860ac9c38e23f8196be1b"
+dependencies = [
+ "console",
+ "lazy_static",
+ "number_prefix",
+ "regex",
+]
+
+[[package]]
+name = "indicatif"
+version = "0.17.0-beta.1"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "500f7e5a63596852b9bf7583fe86f9ad08e0df9b4eb58d12e9729071cb4952ca"
+dependencies = [
+ "console",
+ "lazy_static",
+ "number_prefix",
+ "regex",
+]
+
 [[package]]
 name = "ipnet"
 version = "2.3.0"
@@ -403,9 +571,9 @@ checksum = "47be2f14c678be2fdcab04ab1171db51b2762ce6f0a8ee87c8dd4a04ed216135"
 
 [[package]]
 name = "itertools"
-version = "0.10.0"
+version = "0.10.3"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "37d572918e350e82412fe766d24b15e6682fb2ed2bbe018280caa810397cb319"
+checksum = "a9a9d19fa1e79b6215ff29b9d6880b706147f16e9b1dbb1e4e5947b5b02bc5e3"
 dependencies = [
  "either",
 ]
@@ -416,6 +584,12 @@ version = "0.4.7"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "dd25036021b0de88a0aff6b850051563c6516d0bf53f8638938edbb9de732736"
 
+[[package]]
+name = "itoa"
+version = "1.0.1"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "1aab8fc367588b89dcee83ab0fd66b72b50b72fa1904d7095045ace2b0c81c35"
+
 [[package]]
 name = "js-sys"
 version = "0.3.51"
@@ -446,6 +620,15 @@ dependencies = [
  "cfg-if",
 ]
 
+[[package]]
+name = "matchers"
+version = "0.0.1"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "f099785f7595cc4b4553a174ce30dd7589ef93391ff414dbb67f62392b9e0ce1"
+dependencies = [
+ "regex-automata",
+]
+
 [[package]]
 name = "matches"
 version = "0.1.8"
@@ -542,6 +725,12 @@ dependencies = [
  "libc",
 ]
 
+[[package]]
+name = "number_prefix"
+version = "0.4.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "830b246a0e5f20af87141b25c173cd1b609bd7779a4617d6ec582abaf90870f3"
+
 [[package]]
 name = "once_cell"
 version = "1.7.2"
@@ -581,19 +770,87 @@ dependencies = [
  "vcpkg",
 ]
 
+[[package]]
+name = "parse-zoneinfo"
+version = "0.3.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "c705f256449c60da65e11ff6626e0c16a0a0b96aaa348de61376b249bc340f41"
+dependencies = [
+ "regex",
+]
+
 [[package]]
 name = "percent-encoding"
 version = "2.1.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "d4fd5641d01c8f18a23da7b6fe29298ff4b55afcccdf78973b24cf3175fee32e"
 
+[[package]]
+name = "phf"
+version = "0.10.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "b9fc3db1018c4b59d7d582a739436478b6035138b6aecbce989fc91c3e98409f"
+dependencies = [
+ "phf_shared",
+]
+
+[[package]]
+name = "phf_codegen"
+version = "0.10.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "4fb1c3a8bc4dd4e5cfce29b44ffc14bedd2ee294559a294e2a4d4c9e9a6a13cd"
+dependencies = [
+ "phf_generator",
+ "phf_shared",
+]
+
+[[package]]
+name = "phf_generator"
+version = "0.10.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "5d5285893bb5eb82e6aaf5d59ee909a06a16737a8970984dd7746ba9283498d6"
+dependencies = [
+ "phf_shared",
+ "rand",
+]
+
+[[package]]
+name = "phf_shared"
+version = "0.10.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "b6796ad771acdc0123d2a88dc428b5e38ef24456743ddb1744ed628f9815c096"
+dependencies = [
+ "siphasher",
+ "uncased",
+]
+
+[[package]]
+name = "pin-project"
+version = "0.4.28"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "918192b5c59119d51e0cd221f4d49dde9112824ba717369e903c97d076083d0f"
+dependencies = [
+ "pin-project-internal 0.4.28",
+]
+
 [[package]]
 name = "pin-project"
 version = "1.0.7"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "c7509cc106041c40a4518d2af7a61530e1eed0e6285296a3d8c5472806ccc4a4"
 dependencies = [
- "pin-project-internal",
+ "pin-project-internal 1.0.7",
+]
+
+[[package]]
+name = "pin-project-internal"
+version = "0.4.28"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "3be26700300be6d9d23264c73211d8190e755b6b5ca7a1b28230025511b52a5e"
+dependencies = [
+ "proc-macro2",
+ "quote",
+ "syn",
 ]
 
 [[package]]
@@ -627,31 +884,21 @@ checksum = "3831453b3449ceb48b6d9c7ad7c96d5ea673e9b470a1dc578c2ce6521230884c"
 
 [[package]]
 name = "polygon"
-version = "0.1.0"
-dependencies = [
- "anyhow",
- "backtester",
- "chrono",
- "dotenv",
- "rust_decimal",
- "tokio",
-]
-
-[[package]]
-name = "polygon"
-version = "0.11.2"
-source = "git+ssh://git@github.com/Overmuse/polygon?tag=v0.11.2#05dcf3b31d7ab371c0def92d35516c92d298a3c1"
+version = "0.14.0"
+source = "git+ssh://git@github.com/Overmuse/polygon?tag=v0.14.0#e9c5d464a0bf3cfa76b32aee361a037300fdcab6"
 dependencies = [
  "chrono",
+ "chrono-tz",
  "futures",
  "itertools",
- "reqwest",
  "rust_decimal",
  "serde",
  "serde_json",
  "serde_repr",
  "thiserror",
  "tracing",
+ "uuid",
+ "vila",
 ]
 
 [[package]]
@@ -660,18 +907,6 @@ version = "0.2.10"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "ac74c624d6b2d21f425f752262f42188365d7b8ff1aff74c82e45136510a4857"
 
-[[package]]
-name = "proc-macro-hack"
-version = "0.5.19"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "dbf0c48bc1d91375ae5c3cd81e3722dff1abcf81a30960240640d223f59fe0e5"
-
-[[package]]
-name = "proc-macro-nested"
-version = "0.1.7"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "bc881b2c22681370c6a780e47af9840ef841837bc98118431d4e1868bd0c1086"
-
 [[package]]
 name = "proc-macro2"
 version = "1.0.26"
@@ -692,9 +927,9 @@ dependencies = [
 
 [[package]]
 name = "rand"
-version = "0.8.3"
+version = "0.8.4"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "0ef9e7e66b4468674bfcb0c81af8b7fa0bb154fa9f28eb840da5c447baeb8d7e"
+checksum = "2e7573632e6454cf6b99d7aac4ccca54be06da05aca2ef7423d22d27d4d4bcd8"
 dependencies = [
  "libc",
  "rand_chacha",
@@ -739,6 +974,30 @@ dependencies = [
  "bitflags",
 ]
 
+[[package]]
+name = "regex"
+version = "1.5.4"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "d07a8629359eb56f1e2fb1652bb04212c072a87ba68546a04065d525673ac461"
+dependencies = [
+ "regex-syntax",
+]
+
+[[package]]
+name = "regex-automata"
+version = "0.1.10"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "6c230d73fb8d8c1b9c0b3135c5142a8acee3a0558fb8db5cf1cb65f8d7862132"
+dependencies = [
+ "regex-syntax",
+]
+
+[[package]]
+name = "regex-syntax"
+version = "0.6.25"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "f497285884f3fcff424ffc933e56d7cbca511def0c9831a7f9b5f6153e3cc89b"
+
 [[package]]
 name = "remove_dir_all"
 version = "0.5.3"
@@ -794,6 +1053,12 @@ dependencies = [
  "serde",
 ]
 
+[[package]]
+name = "rustversion"
+version = "1.0.5"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "61b3909d758bb75c79f23d4736fac9433868679d3ad2ea7a61e3c25cfda9a088"
+
 [[package]]
 name = "ryu"
 version = "1.0.5"
@@ -855,11 +1120,11 @@ dependencies = [
 
 [[package]]
 name = "serde_json"
-version = "1.0.68"
+version = "1.0.73"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "0f690853975602e1bfe1ccbf50504d67174e3bcf340f23b5ea9992e0587a52d8"
+checksum = "bcbd0344bc6533bc7ec56df11d42fb70f1b912351c0825ccb7211b59d8af7cf5"
 dependencies = [
- "itoa",
+ "itoa 1.0.1",
  "ryu",
  "serde",
 ]
@@ -882,17 +1147,62 @@ source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "edfa57a7f8d9c1d260a549e7224100f6c43d43f9103e06dd8b4095a9b2b43ce9"
 dependencies = [
  "form_urlencoded",
- "itoa",
+ "itoa 0.4.7",
  "ryu",
  "serde",
 ]
 
+[[package]]
+name = "serde_with"
+version = "1.11.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "ad6056b4cb69b6e43e3a0f055def223380baecc99da683884f205bf347f7c4b3"
+dependencies = [
+ "chrono",
+ "rustversion",
+ "serde",
+ "serde_with_macros",
+]
+
+[[package]]
+name = "serde_with_macros"
+version = "1.5.1"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "12e47be9471c72889ebafb5e14d5ff930d89ae7a67bbdb5f8abb564f845a927e"
+dependencies = [
+ "darling",
+ "proc-macro2",
+ "quote",
+ "syn",
+]
+
+[[package]]
+name = "sharded-slab"
+version = "0.1.4"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "900fba806f70c630b0a382d0d825e17a0f19fcd059a2ade1ff237bcddf446b31"
+dependencies = [
+ "lazy_static",
+]
+
+[[package]]
+name = "siphasher"
+version = "0.3.7"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "533494a8f9b724d33625ab53c6c4800f7cc445895924a8ef649222dcb76e938b"
+
 [[package]]
 name = "slab"
 version = "0.4.3"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "f173ac3d1a7e3b28003f40de0b5ce7fe2710f9b9dc3fc38664cebee46b3b6527"
 
+[[package]]
+name = "smallvec"
+version = "1.7.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "1ecab6c735a6bb4139c0caafd0cc3635748bbb3acf4550e8138122099251f309"
+
 [[package]]
 name = "socket2"
 version = "0.4.0"
@@ -903,6 +1213,23 @@ dependencies = [
  "winapi",
 ]
 
+[[package]]
+name = "stream-flatten-iters"
+version = "0.2.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "2b10cec45f0cea2f2a8a05c44ea3f400994b29baf8e1690cdd722e25bacd3128"
+dependencies = [
+ "futures-core",
+ "pin-project 0.4.28",
+ "pin-utils",
+]
+
+[[package]]
+name = "strsim"
+version = "0.10.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "73473c0e59e6d5812c5dfe2a064a6444949f089e20eec9a2e5506596494e4623"
+
 [[package]]
 name = "syn"
 version = "1.0.72"
@@ -928,6 +1255,16 @@ dependencies = [
  "winapi",
 ]
 
+[[package]]
+name = "terminal_size"
+version = "0.1.17"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "633c1a546cee861a1a6d0dc69ebeca693bf4296661ba7852b9d21d159e0506df"
+dependencies = [
+ "libc",
+ "winapi",
+]
+
 [[package]]
 name = "thiserror"
 version = "1.0.30"
@@ -948,6 +1285,15 @@ dependencies = [
  "syn",
 ]
 
+[[package]]
+name = "thread_local"
+version = "1.1.3"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "8018d24e04c95ac8790716a5987d0fec4f8b27249ffa0f7d33f1369bdfb88cbd"
+dependencies = [
+ "once_cell",
+]
+
 [[package]]
 name = "time"
 version = "0.1.43"
@@ -975,9 +1321,9 @@ checksum = "cda74da7e1a664f795bb1f8a87ec406fb89a02522cf6e50620d016add6dbbf5c"
 
 [[package]]
 name = "tokio"
-version = "1.6.0"
+version = "1.14.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "bd3076b5c8cc18138b8f8814895c11eb4de37114a5d127bafdc5e55798ceef37"
+checksum = "70e992e41e0d2fb9f755b37446f20900f64446ef54874f40a60c78f021ac6144"
 dependencies = [
  "autocfg",
  "bytes",
@@ -987,13 +1333,14 @@ dependencies = [
  "num_cpus",
  "pin-project-lite",
  "tokio-macros",
+ "winapi",
 ]
 
 [[package]]
 name = "tokio-macros"
-version = "1.4.1"
+version = "1.6.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "154794c8f499c2619acd19e839294703e9e32e7630ef5f46ea80d4ef0fbee5eb"
+checksum = "c9efc1aba077437943f7515666aa2b882dfabfbfdf89c819ea75a8d6e9eaba5e"
 dependencies = [
  "proc-macro2",
  "quote",
@@ -1032,9 +1379,9 @@ checksum = "360dfd1d6d30e05fda32ace2c8c70e9c0a9da713275777f5a4dbb8a1893930c6"
 
 [[package]]
 name = "tracing"
-version = "0.1.26"
+version = "0.1.29"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "09adeb8c97449311ccd28a427f96fb563e7fd31aabf994189879d9da2394b89d"
+checksum = "375a639232caf30edfc78e8d89b2d4c375515393e7af7e16f01cd96917fb2105"
 dependencies = [
  "cfg-if",
  "pin-project-lite",
@@ -1044,9 +1391,9 @@ dependencies = [
 
 [[package]]
 name = "tracing-attributes"
-version = "0.1.15"
+version = "0.1.18"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "c42e6fa53307c8a17e4ccd4dc81cf5ec38db9209f59b222210375b54ee40d1e2"
+checksum = "f4f480b8f81512e825f337ad51e94c1eb5d3bbdf2b363dcd01e2b19a9ffe3f8e"
 dependencies = [
  "proc-macro2",
  "quote",
@@ -1055,11 +1402,54 @@ dependencies = [
 
 [[package]]
 name = "tracing-core"
-version = "0.1.18"
+version = "0.1.21"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "1f4ed65637b8390770814083d20756f87bfa2c21bf2f110babdc5438351746e4"
+dependencies = [
+ "lazy_static",
+]
+
+[[package]]
+name = "tracing-log"
+version = "0.1.2"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "a6923477a48e41c1951f1999ef8bb5a3023eb723ceadafe78ffb65dc366761e3"
+dependencies = [
+ "lazy_static",
+ "log",
+ "tracing-core",
+]
+
+[[package]]
+name = "tracing-serde"
+version = "0.1.2"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "fb65ea441fbb84f9f6748fd496cf7f63ec9af5bca94dd86456978d055e8eb28b"
+dependencies = [
+ "serde",
+ "tracing-core",
+]
+
+[[package]]
+name = "tracing-subscriber"
+version = "0.2.25"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "a9ff14f98b1a4b289c6248a023c1c2fa1491062964e9fed67ab29c4e4da4a052"
+checksum = "0e0d2eaa99c3c2e41547cfa109e910a68ea03823cccad4a0525dcbc9b01e8c71"
 dependencies = [
+ "ansi_term",
+ "chrono",
  "lazy_static",
+ "matchers",
+ "regex",
+ "serde",
+ "serde_json",
+ "sharded-slab",
+ "smallvec",
+ "thread_local",
+ "tracing",
+ "tracing-core",
+ "tracing-log",
+ "tracing-serde",
 ]
 
 [[package]]
@@ -1068,6 +1458,15 @@ version = "0.2.3"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "59547bce71d9c38b83d9c0e92b6066c4253371f15005def0c30d9657f50c7642"
 
+[[package]]
+name = "uncased"
+version = "0.9.6"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "5baeed7327e25054889b9bd4f975f32e5f4c5d434042d59ab6cd4142c0a76ed0"
+dependencies = [
+ "version_check",
+]
+
 [[package]]
 name = "unicode-bidi"
 version = "0.3.5"
@@ -1111,6 +1510,7 @@ source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "bc5cf98d8186244414c848017f0e2676b3fcb46807f6668a97dfe67359a3c4b7"
 dependencies = [
  "getrandom",
+ "serde",
 ]
 
 [[package]]
@@ -1119,6 +1519,27 @@ version = "0.2.12"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "cbdbff6266a24120518560b5dc983096efb98462e51d0d68169895b237be3e5d"
 
+[[package]]
+name = "version_check"
+version = "0.9.3"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "5fecdca9a5291cc2b8dcf7dc02453fee791a280f3743cb0905f8822ae463b3fe"
+
+[[package]]
+name = "vila"
+version = "2.1.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "dd0ecf209339f2228cd168dc85807e222a820d8f4246a85d263ba578ed82dab7"
+dependencies = [
+ "futures",
+ "indicatif 0.17.0-beta.1",
+ "log",
+ "reqwest",
+ "serde",
+ "serde_json",
+ "thiserror",
+]
+
 [[package]]
 name = "want"
 version = "0.3.0"
diff --git a/Cargo.toml b/Cargo.toml
index 6d7e996..ed03ec2 100644
--- a/Cargo.toml
+++ b/Cargo.toml
@@ -1,7 +1,3 @@
-[workspace]
-members = [".", "examples/polygon"]
-default-members = [".", "examples/polygon"]
-
 [package]
 name = "backtester"
 version = "0.1.0"
@@ -12,14 +8,31 @@ edition = "2018"
 
 [dependencies]
 async-trait = "0.1"
-chrono = "0.4"
-num-traits = "0.2.14"
-polygon = { git = "ssh://git@github.com/Overmuse/polygon", tag = "v0.11.2", default-features = false, features = ["rest"], optional=true }
-rust_decimal = "1.16.0"
-serde = "1.0"
-serde_json = "1.0"
-thiserror = "1.0.30"
-uuid = { version = "0.8.2", features = ["v4"] }
+bdays = "0.1"
+chrono = { version = "0.4", features = ["serde"] }
+chrono-tz = "0.6"
+csv = "1.1.6"
+futures = { version = "0.3"}
+indicatif = "0.16"
+lazy_static = "1.4"
+num-traits = "0.2"
+rust_decimal = "1.16"
+polygon = { git = "ssh://git@github.com/Overmuse/polygon", tag = "v0.14.0", default-features = false, features = ["rest"] }
+serde = { version = "1.0", features = ["derive"] }
+serde_json = "1.0.73"
+serde_with = { version = "1.11", features = ["chrono"] }
+stream-flatten-iters = { version = "0.2" }
+thiserror = "1.0"
+tokio = { version = "1.0", features = ["sync"] }
+tracing = "0.1.29"
+uuid = { version = "0.8", features = ["v4", "serde"] }
+
+[[example]]
+name = "random_trades"
 
-[features]
-default = []
+[dev-dependencies]
+anyhow = "1.0"
+dotenv = "0.15"
+rand = "0.8"
+tokio = { version = "1.0", features = ["macros", "rt-multi-thread"] }
+tracing-subscriber = "0.2"
diff --git a/examples/polygon/Cargo.lock b/examples/polygon/Cargo.lock
deleted file mode 100644
index 91990f9..0000000
--- a/examples/polygon/Cargo.lock
+++ /dev/null
@@ -1,1161 +0,0 @@
-# This file is automatically @generated by Cargo.
-# It is not intended for manual editing.
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-
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diff --git a/examples/polygon/Cargo.toml b/examples/polygon/Cargo.toml
deleted file mode 100644
index d2c154e..0000000
--- a/examples/polygon/Cargo.toml
+++ /dev/null
@@ -1,13 +0,0 @@
-[package]
-name = "polygon"
-version = "0.1.0"
-edition = "2018"
-publish = false
-
-[dependencies]
-anyhow = "1.0.44"
-backtester = { path = "../..", features = ["polygon"] }
-chrono = "0.4"
-dotenv = "0.15.0"
-rust_decimal = "1.16.0"
-tokio = { version = "1.0", features = ["macros", "rt-multi-thread"] }
diff --git a/examples/polygon/src/main.rs b/examples/polygon/src/main.rs
deleted file mode 100644
index 38fe679..0000000
--- a/examples/polygon/src/main.rs
+++ /dev/null
@@ -1,44 +0,0 @@
-use anyhow::Result;
-use backtester::data::downloader::polygon::PolygonDownloader;
-use backtester::finance::commission::PerDollarCommission;
-use backtester::prelude::*;
-use chrono::NaiveDate;
-use dotenv::dotenv;
-use rust_decimal::Decimal;
-
-struct Strat;
-
-impl Strategy for Strat {
-    type Error = anyhow::Error;
-
-    fn at_open(&mut self, brokerage: &mut Brokerage, market: &Market) -> Result<(), Self::Error> {
-        let e = market.get_last_price("E");
-        let m = market.get_last_price("M");
-        if let (Some(e), Some(m)) = (e, m) {
-            let order = if e > m {
-                Order::new("E", Decimal::ONE).limit_price(e)
-            } else {
-                Order::new("M", Decimal::ONE).limit_price(m)
-            };
-            brokerage.send_order(order);
-        }
-        Ok(())
-    }
-}
-
-#[tokio::main]
-async fn main() -> Result<()> {
-    let _ = dotenv();
-    let downloader = PolygonDownloader.file_cache("data");
-    let meta = DataOptions::new(
-        vec!["E".to_string(), "M".to_string()],
-        NaiveDate::from_ymd(2011, 1, 1),
-        NaiveDate::from_ymd(2020, 12, 31),
-    );
-    let data = downloader.download_data(&meta).await?;
-    let market = Market::new(data);
-    let brokerage = Brokerage::new(Decimal::new(100000, 0), market)
-        .commission(PerDollarCommission::new(Decimal::new(1, 3)));
-    let mut simulator = Simulator::new(brokerage, Strat);
-    simulator.run()
-}
diff --git a/examples/random_trades.rs b/examples/random_trades.rs
new file mode 100644
index 0000000..c26fcec
--- /dev/null
+++ b/examples/random_trades.rs
@@ -0,0 +1,57 @@
+use anyhow::Result;
+use async_trait::async_trait;
+use backtester::prelude::*;
+use chrono::NaiveDate;
+use dotenv::dotenv;
+use rand::prelude::*;
+use rust_decimal::Decimal;
+use tracing_subscriber::EnvFilter;
+
+struct Strat;
+
+#[async_trait]
+impl Strategy for Strat {
+    type Error = anyhow::Error;
+
+    #[tracing::instrument(skip(self, brokerage, market))]
+    async fn at_open(&mut self, brokerage: Brokerage, market: Market) -> Result<(), Self::Error> {
+        let e = market.get_last_price("E").await;
+        let m = market.get_last_price("M").await;
+        tracing::info!(?e, ?m, "prices");
+        let equity = Decimal::new(10000, 0);
+        if let (Some(e), Some(m)) = (e, m) {
+            let amount = if random::<bool>() { equity } else { -equity };
+
+            let order = if e > m {
+                Order::new("E", amount).limit_price(e)
+            } else {
+                Order::new("M", amount).limit_price(m)
+            };
+            brokerage.send_order(order).await;
+        }
+        Ok(())
+    }
+
+    #[tracing::instrument(skip(self, brokerage, _market))]
+    async fn at_close(&mut self, brokerage: Brokerage, _market: Market) -> Result<(), Self::Error> {
+        brokerage.close_positions().await;
+        Ok(())
+    }
+}
+
+#[tokio::main]
+async fn main() -> Result<()> {
+    let _ = dotenv();
+    let subscriber = tracing_subscriber::fmt()
+        .with_env_filter(EnvFilter::from_default_env())
+        .finish();
+    tracing::subscriber::set_global_default(subscriber)?;
+    let data_options = Options::new(
+        vec!["E".to_string(), "M".to_string()],
+        NaiveDate::from_ymd(2020, 1, 1),
+        NaiveDate::from_ymd(2020, 12, 31),
+    )
+    .set_resolution(Resolution::Minute);
+    let simulator = Simulator::new(Decimal::new(100000, 0), Strat, data_options);
+    simulator.run().await
+}
diff --git a/src/brokerage/account.rs b/src/brokerage/account.rs
index dde3235..88e0f6d 100644
--- a/src/brokerage/account.rs
+++ b/src/brokerage/account.rs
@@ -8,7 +8,6 @@ pub struct Account {
     pub inactive_orders: Vec<Order>,
     pub positions: HashMap<String, Position>,
     pub cash: Decimal,
-    starting_cash: Decimal,
 }
 
 impl Account {
@@ -18,7 +17,6 @@ impl Account {
             inactive_orders: Vec::new(),
             positions: HashMap::new(),
             cash,
-            starting_cash: cash,
         }
     }
 
@@ -37,19 +35,13 @@ impl Account {
             .unwrap_or(Decimal::ZERO)
             * price
     }
-
-    pub fn reset(&mut self) {
-        self.cash = self.starting_cash;
-        self.active_orders.clear();
-        self.inactive_orders.clear();
-        self.positions.clear()
-    }
 }
 
 #[cfg(test)]
 mod test {
     use super::*;
-    use chrono::Utc;
+    use chrono::TimeZone;
+    use chrono_tz::US::Eastern;
 
     #[test]
     fn it_can_be_initialized() {
@@ -58,15 +50,6 @@ mod test {
         assert!(account.inactive_orders.is_empty());
         assert!(account.positions.is_empty());
         assert_eq!(account.cash, Decimal::ONE_HUNDRED);
-        assert_eq!(account.starting_cash, Decimal::ONE_HUNDRED);
-    }
-
-    #[test]
-    fn it_can_be_reset() {
-        let mut account = Account::new(Decimal::ONE_HUNDRED);
-        account.cash = Decimal::new(200, 0);
-        account.reset();
-        assert_eq!(account.cash, Decimal::ONE_HUNDRED);
     }
 
     #[test]
@@ -75,7 +58,7 @@ mod test {
         account.add_lot(
             "AAPL".into(),
             Lot {
-                fill_time: Utc::now(),
+                fill_time: Eastern.ymd(2021, 1, 1).and_hms(0, 0, 0),
                 price: Decimal::new(2, 0),
                 quantity: Decimal::new(3, 0),
             },
diff --git a/src/brokerage/actor.rs b/src/brokerage/actor.rs
new file mode 100644
index 0000000..9101e65
--- /dev/null
+++ b/src/brokerage/actor.rs
@@ -0,0 +1,300 @@
+use crate::brokerage::account::Account;
+use crate::brokerage::handle::*;
+use crate::brokerage::order::{Order, OrderStatus};
+use crate::brokerage::position::Lot;
+use crate::finance::{
+    commission::{Commission, NoCommission},
+    slippage::{NoSlippage, Slippage},
+};
+use crate::markets::handle::Market;
+use chrono::DateTime;
+use chrono_tz::Tz;
+use futures::StreamExt;
+use rust_decimal::Decimal;
+use serde::Serialize;
+use tokio::sync::mpsc::{unbounded_channel, UnboundedReceiver, UnboundedSender};
+use tokio::sync::oneshot::Sender as OneshotSender;
+use tracing::{debug, trace};
+
+#[derive(Clone, Debug, Serialize)]
+#[serde(rename_all = "snake_case")]
+pub enum Event {
+    Commission {
+        amount: Decimal,
+    },
+    OrderUpdate {
+        status: OrderStatus,
+        time: DateTime<Tz>,
+        order: Order,
+    },
+}
+
+pub struct BrokerageActor {
+    requests: UnboundedReceiver<(OneshotSender<BrokerageResponse>, BrokerageRequest)>,
+    account: Account,
+    market: Market,
+    commission: Box<dyn Commission>,
+    _slippage: Box<dyn Slippage>,
+    listeners: Vec<UnboundedSender<Event>>,
+}
+
+impl BrokerageActor {
+    pub fn spawn(cash: Decimal, market: Market) -> Brokerage {
+        let account = Account::new(cash);
+
+        let (tx, rx) = unbounded_channel();
+        let handle = Brokerage::new(tx);
+
+        let actor = Self {
+            requests: rx,
+            account,
+            market,
+            commission: Box::new(NoCommission),
+            _slippage: Box::new(NoSlippage),
+            listeners: Vec::new(),
+        };
+        tokio::spawn(async move { actor.run_forever().await });
+        handle
+    }
+
+    async fn run_forever(mut self) {
+        while let Some((tx, request)) = self.requests.recv().await {
+            let response = self.handle_message(request).await;
+            tx.send(response).unwrap()
+        }
+    }
+
+    #[tracing::instrument(skip(self, request))]
+    async fn handle_message(&mut self, request: BrokerageRequest) -> BrokerageResponse {
+        match request {
+            BrokerageRequest::GetPositions => {
+                BrokerageResponse::Positions(self.account.positions.values().cloned().collect())
+            }
+            BrokerageRequest::CancelActiveOrders => {
+                self.cancel_active_orders().await;
+                BrokerageResponse::Success
+            }
+            BrokerageRequest::GetEquity => BrokerageResponse::Decimal(self.get_equity().await),
+            BrokerageRequest::ClosePositions => {
+                self.close_positions().await;
+                BrokerageResponse::Success
+            }
+            BrokerageRequest::SendOrder(order) => {
+                self.send_order(order).await;
+                BrokerageResponse::Success
+            }
+            BrokerageRequest::ReconcileOrders => {
+                self.reconcile_active_orders().await;
+                BrokerageResponse::Success
+            }
+            BrokerageRequest::ExpireOrders => {
+                self.expire_orders().await;
+                BrokerageResponse::Success
+            }
+            BrokerageRequest::Subscribe => {
+                let receiver = self.subscribe();
+                BrokerageResponse::EventListener(receiver)
+            }
+        }
+    }
+
+    #[tracing::instrument(skip(self))]
+    async fn get_equity(&self) -> Decimal {
+        let tickers = self.account.positions.keys();
+        let equity = futures::stream::iter(tickers)
+            .fold(self.account.cash, |equity, ticker| async move {
+                let price = self.market.get_current_price(ticker).await;
+                let position_value = self
+                    .account
+                    .market_value(ticker, price.unwrap_or(Decimal::ZERO));
+                equity + position_value
+            })
+            .await;
+        equity
+    }
+
+    #[tracing::instrument(skip(self))]
+    async fn close_positions(&mut self) {
+        let orders: Vec<Order> = self
+            .account
+            .positions
+            .values()
+            .filter_map(|pos| {
+                let qty = pos.quantity();
+                if qty.is_zero() {
+                    None
+                } else {
+                    Some(Order::new(pos.ticker.clone(), -qty))
+                }
+            })
+            .collect();
+        for order in orders {
+            debug!(id = %order.id, "Closing order");
+            self.send_order(order).await
+        }
+    }
+
+    #[tracing::instrument(skip(self, order), fields(id = %order.id))]
+    async fn send_order(&mut self, order: Order) {
+        if self.market.is_open().await {
+            let market = self.market.clone();
+            let (_, current_price) = futures::join!(
+                self.save_order(&order),
+                market.get_current_price(&order.ticker)
+            );
+            if let Some(price) = current_price {
+                if order.is_marketable(price) {
+                    self.fill_order(order, price).await;
+                }
+            }
+        } else {
+            trace!("Market closed");
+            self.reject_order(order).await;
+        }
+    }
+
+    #[tracing::instrument(skip(self, order, price))]
+    async fn fill_order(&mut self, order: Order, price: Decimal) {
+        let fill_time = self.market.datetime().await;
+        debug!(%fill_time, %price, "Order filled");
+        let lot = Lot {
+            fill_time,
+            price,
+            quantity: order.shares,
+        };
+        let commission = self.commission.calculate(&lot);
+        self.account.add_lot(order.ticker.clone(), lot);
+        self.account.cash -= commission;
+        self.account.inactive_orders.push(order.clone());
+        self.account.active_orders.retain(|o| o.id != order.id);
+        let event = Event::OrderUpdate {
+            status: OrderStatus::Filled {
+                fill_time,
+                average_fill_price: price,
+            },
+            time: fill_time,
+            order,
+        };
+        self.report_event(&event);
+        if !commission.is_zero() {
+            let event = Event::Commission { amount: commission };
+            self.report_event(&event);
+        }
+    }
+
+    #[tracing::instrument(skip(self, order))]
+    async fn save_order(&mut self, order: &Order) {
+        debug!("Order saved");
+        self.account.active_orders.push(order.clone());
+        let event = Event::OrderUpdate {
+            status: OrderStatus::Submitted,
+            time: self.market.datetime().await,
+            order: order.clone(),
+        };
+        self.report_event(&event)
+    }
+
+    #[tracing::instrument(skip(self, order))]
+    async fn reject_order(&mut self, order: Order) {
+        debug!("Order rejected");
+        self.account.inactive_orders.push(order.clone());
+        let event = Event::OrderUpdate {
+            status: OrderStatus::Rejected,
+            time: self.market.datetime().await,
+            order,
+        };
+        self.report_event(&event)
+    }
+
+    #[tracing::instrument(skip(self, order), fields(id = %order.id))]
+    async fn expire_order(&mut self, order: Order) {
+        debug!("Order expired");
+        self.account.inactive_orders.push(order.clone());
+        let event = Event::OrderUpdate {
+            status: OrderStatus::Expired,
+            time: self.market.datetime().await,
+            order,
+        };
+        self.report_event(&event)
+    }
+
+    #[tracing::instrument(skip(self, order), fields(id = %order.id))]
+    async fn cancel_order(&mut self, order: Order) {
+        debug!("Order cancelled");
+        self.account.inactive_orders.push(order.clone());
+        let event = Event::OrderUpdate {
+            status: OrderStatus::Cancelled,
+            time: self.market.datetime().await,
+            order,
+        };
+        self.report_event(&event)
+    }
+
+    fn report_event(&self, event: &Event) {
+        for listener in self.listeners.iter() {
+            listener
+                .send(event.clone())
+                .expect("Failed to report event");
+        }
+    }
+
+    #[tracing::instrument(skip(self))]
+    async fn reconcile_active_orders(&mut self) {
+        // Manual version of drain_filter to be able to use the stable toolchain
+        // TODO: Change to use drain_filter once https://github.com/rust-lang/rust/issues/43244 is
+        // merged.
+        let mut i = 0;
+        let v = &mut self.account.active_orders;
+        let mut orders_to_send: Vec<Order> = Vec::new();
+        while i < v.len() {
+            let order = &v[i];
+            let price = self.market.get_current_price(&order.ticker).await;
+            if let Some(price) = price {
+                if order.is_marketable(price) {
+                    let val = v.remove(i);
+                    orders_to_send.push(val);
+                } else {
+                    i += 1
+                }
+            } else {
+                i += 1
+            }
+        }
+        for order in orders_to_send {
+            let price = self
+                .market
+                .get_current_price(&order.ticker)
+                .await
+                .expect("Guaranteed to exist");
+            self.fill_order(order, price).await
+        }
+    }
+
+    #[tracing::instrument(skip(self))]
+    async fn cancel_active_orders(&mut self) {
+        loop {
+            let maybe_order = self.account.active_orders.pop();
+            match maybe_order {
+                Some(order) => self.cancel_order(order).await,
+                None => return,
+            }
+        }
+    }
+
+    #[tracing::instrument(skip(self))]
+    async fn expire_orders(&mut self) {
+        loop {
+            let maybe_order = self.account.active_orders.pop();
+            match maybe_order {
+                Some(order) => self.expire_order(order).await,
+                None => return,
+            }
+        }
+    }
+
+    fn subscribe(&mut self) -> UnboundedReceiver<Event> {
+        let (tx, rx) = unbounded_channel();
+        self.listeners.push(tx);
+        rx
+    }
+}
diff --git a/src/brokerage/handle.rs b/src/brokerage/handle.rs
new file mode 100644
index 0000000..7b622cc
--- /dev/null
+++ b/src/brokerage/handle.rs
@@ -0,0 +1,103 @@
+use crate::brokerage::actor::Event;
+use crate::brokerage::order::Order;
+use crate::brokerage::position::Position;
+use rust_decimal::Decimal;
+use tokio::sync::mpsc::{UnboundedReceiver, UnboundedSender};
+use tokio::sync::oneshot::{self, Sender as OneshotSender};
+
+#[derive(Clone, Debug)]
+pub(crate) enum BrokerageRequest {
+    GetPositions,
+    GetEquity,
+    CancelActiveOrders,
+    ClosePositions,
+    SendOrder(Order),
+    ReconcileOrders,
+    ExpireOrders,
+    Subscribe,
+}
+
+#[derive(Debug)]
+pub(crate) enum BrokerageResponse {
+    Positions(Vec<Position>),
+    Decimal(Decimal),
+    EventListener(UnboundedReceiver<Event>),
+    // Generic reply for when no reply is needed
+    Success,
+}
+
+#[derive(Clone)]
+pub struct Brokerage {
+    sender: UnboundedSender<(OneshotSender<BrokerageResponse>, BrokerageRequest)>,
+}
+
+impl Brokerage {
+    pub(crate) fn new(
+        sender: UnboundedSender<(OneshotSender<BrokerageResponse>, BrokerageRequest)>,
+    ) -> Self {
+        Self { sender }
+    }
+
+    #[tracing::instrument(skip(self, request))]
+    async fn send_request(&self, request: BrokerageRequest) -> BrokerageResponse {
+        let (tx, rx) = oneshot::channel();
+        self.sender.send((tx, request)).unwrap();
+        rx.await.unwrap()
+    }
+
+    #[tracing::instrument(skip(self))]
+    pub async fn get_positions(&self) -> Vec<Position> {
+        let response = self.send_request(BrokerageRequest::GetPositions).await;
+        if let BrokerageResponse::Positions(positions) = response {
+            positions
+        } else {
+            unreachable!()
+        }
+    }
+
+    #[tracing::instrument(skip(self))]
+    pub async fn get_equity(&self) -> Decimal {
+        let response = self.send_request(BrokerageRequest::GetEquity).await;
+        if let BrokerageResponse::Decimal(equity) = response {
+            equity
+        } else {
+            unreachable!()
+        }
+    }
+
+    #[tracing::instrument(skip(self))]
+    pub async fn close_positions(&self) {
+        self.send_request(BrokerageRequest::ClosePositions).await;
+    }
+
+    #[tracing::instrument(skip(self))]
+    pub async fn send_order(&self, order: Order) {
+        self.send_request(BrokerageRequest::SendOrder(order)).await;
+    }
+
+    #[tracing::instrument(skip(self))]
+    pub async fn subscribe(&self) -> UnboundedReceiver<Event> {
+        let response = self.send_request(BrokerageRequest::Subscribe).await;
+        if let BrokerageResponse::EventListener(receiver) = response {
+            receiver
+        } else {
+            unreachable!()
+        }
+    }
+
+    #[tracing::instrument(skip(self))]
+    pub async fn cancel_active_orders(&self) {
+        self.send_request(BrokerageRequest::CancelActiveOrders)
+            .await;
+    }
+
+    #[tracing::instrument(skip(self))]
+    pub(crate) async fn reconcile_active_orders(&self) {
+        self.send_request(BrokerageRequest::ReconcileOrders).await;
+    }
+
+    #[tracing::instrument(skip(self))]
+    pub(crate) async fn expire_orders(&self) {
+        self.send_request(BrokerageRequest::ExpireOrders).await;
+    }
+}
diff --git a/src/brokerage/mod.rs b/src/brokerage/mod.rs
index bef6882..b92377f 100644
--- a/src/brokerage/mod.rs
+++ b/src/brokerage/mod.rs
@@ -1,207 +1,5 @@
-use crate::finance::{
-    commission::{Commission, NoCommission},
-    slippage::{NoSlippage, Slippage},
-};
-use crate::markets::market::Market;
-use account::Account;
-use chrono::{DateTime, Utc};
-use order::Order;
-use position::{Lot, Position};
-use rust_decimal::Decimal;
-use std::sync::mpsc::{channel, Receiver, Sender};
-
 pub mod account;
+pub mod actor;
+pub mod handle;
 pub mod order;
 pub mod position;
-
-#[derive(Clone, Debug)]
-pub enum Event {
-    Commission {
-        amount: Decimal,
-    },
-    OrderUpdate {
-        status: OrderStatus,
-        time: DateTime<Utc>,
-        order: Order,
-    },
-}
-
-pub struct Brokerage {
-    account: Account,
-    market: Market,
-    commission: Box<dyn Commission>,
-    slippage: Box<dyn Slippage>,
-    listeners: Vec<Sender<Event>>,
-}
-
-#[derive(Clone, Debug)]
-pub enum OrderStatus {
-    Submitted,
-    Cancelled,
-    Filled {
-        fill_time: DateTime<Utc>,
-        average_fill_price: Decimal,
-    },
-    PartiallyFilled,
-    Rejected,
-}
-
-#[derive(Debug)]
-pub struct BrokerageOrder {
-    status: OrderStatus,
-    order: Order,
-}
-
-impl Brokerage {
-    pub fn new(cash: Decimal, market: Market) -> Self {
-        let account = Account::new(cash);
-        Self {
-            account,
-            market,
-            commission: Box::new(NoCommission),
-            slippage: Box::new(NoSlippage),
-            listeners: Vec::new(),
-        }
-    }
-
-    pub fn get_account(&self) -> &Account {
-        &self.account
-    }
-
-    pub fn get_positions(&self) -> Vec<&Position> {
-        self.account.positions.values().collect()
-    }
-
-    pub fn get_equity(&self) -> Decimal {
-        let tickers = self.account.positions.keys();
-        let positions_value: Decimal = tickers
-            .map(|ticker| (ticker, self.market.get_current_price(ticker)))
-            .map(|(ticker, price)| {
-                self.account
-                    .market_value(ticker, price.unwrap_or(Decimal::ZERO))
-            })
-            .sum();
-        positions_value + self.account.cash
-    }
-
-    pub fn commission<C: 'static + Commission>(mut self, commission: C) -> Self {
-        self.commission = Box::new(commission);
-        self
-    }
-
-    pub fn slippage<S: 'static + Slippage>(mut self, slippage: S) -> Self {
-        self.slippage = Box::new(slippage);
-        self
-    }
-
-    fn fill_order(&mut self, order: Order, price: Decimal) {
-        let fill_time = self.market.datetime();
-        let lot = Lot {
-            fill_time,
-            price,
-            quantity: order.shares,
-        };
-        let commission = self.commission.calculate(&lot);
-        self.account.add_lot(order.ticker.clone(), lot);
-        self.account.cash -= commission;
-        self.account.inactive_orders.push(order.clone());
-        let time = self.market.datetime();
-        let event = Event::OrderUpdate {
-            status: OrderStatus::Filled {
-                fill_time: time,
-                average_fill_price: price,
-            },
-            time,
-            order,
-        };
-        self.report_event(&event);
-        let event = Event::Commission { amount: commission };
-        self.report_event(&event);
-    }
-
-    fn save_order(&mut self, order: &Order) {
-        self.account.active_orders.push(order.clone());
-        let event = Event::OrderUpdate {
-            status: OrderStatus::Submitted,
-            time: self.market.datetime(),
-            order: order.clone(),
-        };
-        self.report_event(&event)
-    }
-
-    fn reject_order(&mut self, order: Order) {
-        self.account.inactive_orders.push(order.clone());
-        let event = Event::OrderUpdate {
-            status: OrderStatus::Rejected,
-            time: self.market.datetime(),
-            order,
-        };
-        self.report_event(&event)
-    }
-
-    pub fn send_order(&mut self, order: Order) {
-        if self.market.is_open() {
-            self.save_order(&order);
-            let current_price = self.market.get_current_price(&order.ticker);
-            if let Some(price) = current_price {
-                if order.is_marketable(price) {
-                    self.fill_order(order, price);
-                }
-            }
-        } else {
-            self.reject_order(order);
-        }
-    }
-
-    fn report_event(&self, event: &Event) {
-        for listener in self.listeners.iter() {
-            listener
-                .send(event.clone())
-                .expect("Failed to report event");
-        }
-    }
-
-    pub(crate) fn reconcile_active_orders(&mut self) {
-        // TODO: This whole function is very inefficient
-
-        // Can clone cheaply here due to RC
-        let market = self.market.clone();
-
-        // Manual version of drain_filter to be able to use the stable toolchain
-        // TODO: Change to use drain_filter once https://github.com/rust-lang/rust/issues/43244 is
-        // merged.
-        let mut i = 0;
-        let v = &mut self.account.active_orders;
-        let mut orders_to_send: Vec<Order> = Vec::new();
-        while i < v.len() {
-            let order = &v[i];
-            let price = market.get_current_price(&order.ticker);
-            if let Some(price) = price {
-                if order.is_marketable(price) {
-                    let val = v.remove(i);
-                    orders_to_send.push(val);
-                } else {
-                    i += 1
-                }
-            } else {
-                i += 1
-            }
-        }
-        for order in orders_to_send {
-            let price = market
-                .get_current_price(&order.ticker)
-                .expect("Guaranteed to exist");
-            self.fill_order(order, price)
-        }
-    }
-
-    pub fn subscribe(&mut self) -> Receiver<Event> {
-        let (tx, rx) = channel();
-        self.listeners.push(tx);
-        rx
-    }
-
-    pub(crate) fn get_market(&self) -> Market {
-        self.market.clone()
-    }
-}
diff --git a/src/brokerage/order.rs b/src/brokerage/order.rs
index d83237e..0841323 100644
--- a/src/brokerage/order.rs
+++ b/src/brokerage/order.rs
@@ -1,7 +1,25 @@
+use chrono::DateTime;
+use chrono_tz::Tz;
 use rust_decimal::Decimal;
+use serde::Serialize;
 use uuid::Uuid;
 
-#[derive(Debug, Clone, Copy, PartialEq)]
+#[derive(Clone, Debug, Serialize)]
+#[serde(rename_all = "snake_case")]
+pub enum OrderStatus {
+    Submitted,
+    Cancelled,
+    Filled {
+        fill_time: DateTime<Tz>,
+        average_fill_price: Decimal,
+    },
+    PartiallyFilled,
+    Rejected,
+    Expired,
+}
+
+#[derive(Debug, Clone, Copy, PartialEq, Serialize)]
+#[serde(rename_all = "snake_case")]
 pub enum OrderType {
     Market,
     Limit(Decimal),
@@ -9,7 +27,7 @@ pub enum OrderType {
     StopLimit(Decimal, Decimal),
 }
 
-#[derive(Debug, Clone, PartialEq)]
+#[derive(Debug, Clone, PartialEq, Serialize)]
 pub struct Order {
     pub id: Uuid,
     pub ticker: String,
@@ -22,7 +40,7 @@ impl Order {
         Self {
             id: Uuid::new_v4(),
             ticker: ticker.to_string(),
-            shares,
+            shares: shares.round_dp(8),
             order_type: OrderType::Market,
         }
     }
diff --git a/src/brokerage/position.rs b/src/brokerage/position.rs
index 24b722f..658a08b 100644
--- a/src/brokerage/position.rs
+++ b/src/brokerage/position.rs
@@ -1,4 +1,5 @@
-use chrono::{DateTime, Utc};
+use chrono::DateTime;
+use chrono_tz::Tz;
 use num_traits::Signed;
 use rust_decimal::prelude::*;
 use std::collections::VecDeque;
@@ -6,7 +7,7 @@ use std::fmt;
 
 #[derive(Clone, Debug)]
 pub struct Lot {
-    pub fill_time: DateTime<Utc>,
+    pub fill_time: DateTime<Tz>,
     pub price: Decimal,
     pub quantity: Decimal,
 }
@@ -102,6 +103,8 @@ impl Position {
 #[cfg(test)]
 mod test {
     use super::*;
+    use chrono::Utc;
+    use chrono_tz::US::Eastern;
 
     #[test]
     fn it_can_do_fifo_lot_aggregation() {
@@ -109,7 +112,7 @@ mod test {
         let mut position = Position::new(
             "AAPL".to_string(),
             Lot {
-                fill_time: Utc::now(),
+                fill_time: Utc::now().with_timezone(&Eastern),
                 price,
                 quantity: Decimal::new(2, 0),
             },
@@ -122,7 +125,7 @@ mod test {
 
         price = Decimal::new(150, 0);
         position.add_lot(Lot {
-            fill_time: Utc::now(),
+            fill_time: Utc::now().with_timezone(&Eastern),
             price,
             quantity: Decimal::new(3, 0),
         });
@@ -134,7 +137,7 @@ mod test {
 
         price = Decimal::new(120, 0);
         position.add_lot(Lot {
-            fill_time: Utc::now(),
+            fill_time: Utc::now().with_timezone(&Eastern),
             price,
             quantity: Decimal::new(-1, 0),
         });
@@ -145,7 +148,7 @@ mod test {
         assert_eq!(position.unrealized_profit(price), Decimal::new(-70, 0));
 
         position.add_lot(Lot {
-            fill_time: Utc::now(),
+            fill_time: Utc::now().with_timezone(&Eastern),
             price,
             quantity: Decimal::new(-3, 0),
         });
@@ -156,7 +159,7 @@ mod test {
         assert_eq!(position.unrealized_profit(price), Decimal::new(-30, 0));
 
         position.add_lot(Lot {
-            fill_time: Utc::now(),
+            fill_time: Utc::now().with_timezone(&Eastern),
             price,
             quantity: Decimal::new(-3, 0),
         });
@@ -168,7 +171,7 @@ mod test {
 
         price = Decimal::new(80, 0);
         position.add_lot(Lot {
-            fill_time: Utc::now(),
+            fill_time: Utc::now().with_timezone(&Eastern),
             price,
             quantity: Decimal::new(2, 0),
         });
diff --git a/src/data/cache.rs b/src/data/cache.rs
index b55f239..0bbf623 100644
--- a/src/data/cache.rs
+++ b/src/data/cache.rs
@@ -1,4 +1,4 @@
-use super::{error::Error, DataOptions, DataProvider, MarketData};
+use super::{error::Error, provider::DataProvider, DataOptions, MarketData};
 use async_trait::async_trait;
 use std::fs::OpenOptions;
 use std::io::prelude::*;
@@ -10,7 +10,7 @@ pub trait DataCache {
 
     fn data_provider(&self) -> &Self::DataProvider;
     fn is_cache_valid(&self, meta: &DataOptions) -> bool;
-    fn save_data(&self, data: &MarketData) -> Result<(), Error>;
+    fn save_data(&self, meta: &DataOptions, data: &MarketData) -> Result<(), Error>;
     async fn load_data(&self, meta: &DataOptions) -> Result<MarketData, Error>;
 }
 
@@ -33,9 +33,16 @@ impl<T: DataProvider + Send + Sync + 'static> FileCache for T {
 impl<T> DataProvider for T
 where
     T: DataCache + Sync + Send,
+    T::DataProvider: DataProvider + Send + Sync,
 {
     async fn download_data(&self, meta: &DataOptions) -> Result<MarketData, Error> {
-        self.load_data(meta).await
+        if self.is_cache_valid(meta) {
+            self.load_data(meta).await
+        } else {
+            let data = self.data_provider().download_data(meta).await?;
+            self.save_data(meta, &data)?;
+            Ok(data)
+        }
     }
 }
 
@@ -65,11 +72,11 @@ impl<T: DataProvider + Send + Sync> DataCache for FileDataCache<T> {
 
     fn is_cache_valid(&self, meta: &DataOptions) -> bool {
         let mut path = self.dir.clone();
-        path.push("meta.json");
+        path.push("meta.data");
         if path.exists() {
             let bytes = std::fs::read(path);
             if let Ok(bytes) = bytes {
-                let cached_meta = serde_json::from_slice::<DataOptions>(&bytes);
+                let cached_meta = rmp_serde::from_slice::<DataOptions>(&bytes);
                 if let Ok(cached_meta) = cached_meta {
                     let ticker_check = meta
                         .tickers
@@ -85,38 +92,51 @@ impl<T: DataProvider + Send + Sync> DataCache for FileDataCache<T> {
         false
     }
 
-    fn save_data(&self, data: &MarketData) -> Result<(), Error> {
+    fn save_data(&self, meta: &DataOptions, data: &MarketData) -> Result<(), Error> {
+        let mut path = self.dir.clone();
+        std::fs::create_dir_all(path.clone())?;
+        path.push("meta.data");
+        let mut file = OpenOptions::new().create(true).write(true).open(path)?;
+        let bytes = rmp_serde::to_vec(meta)?;
+        file.write_all(&bytes)?;
         let mut path = self.dir.clone();
-        path.push("data.json");
+        path.push("prices.data");
         let mut file = OpenOptions::new().create(true).write(true).open(path)?;
-        let bytes = serde_json::to_vec_pretty(&data)?;
+        let bytes = rmp_serde::to_vec(&data)?;
         file.write_all(&bytes)?;
         Ok(())
     }
 
     async fn load_data(&self, meta: &DataOptions) -> Result<MarketData, Error> {
         let mut path = self.dir.clone();
-        if self.is_cache_valid(meta) {
-            path.push("data.json");
-            let bytes = std::fs::read(path)?;
-            let mut data: MarketData = serde_json::from_slice(&bytes)?;
-            data.prices
-                .retain(|ticker, _| meta.tickers.contains(ticker));
-            data.prices.values_mut().for_each(|timeseries| {
-                timeseries.retain(|dt, _| {
-                    dt.naive_utc().date() > meta.start && dt.naive_utc().date() <= meta.end
-                })
-            });
-            Ok(data)
-        } else {
-            std::fs::create_dir_all(path.clone())?;
-            path.push("meta.json");
-            let mut file = OpenOptions::new().create(true).write(true).open(path)?;
-            let bytes = serde_json::to_vec(meta)?;
-            file.write_all(&bytes)?;
-            let data = self.data_provider().download_data(meta).await?;
-            self.save_data(&data)?;
-            Ok(data)
-        }
+        path.push("prices.data");
+        let bytes = std::fs::read(path)?;
+        let mut data: MarketData = rmp_serde::from_slice(&bytes)?;
+        let t_idx = data
+            .timestamps
+            .iter()
+            .map(|t| t.naive_utc().date() >= meta.start && t.naive_utc().date() <= meta.end);
+        let (new_data, new_timestamps) = data
+            .data
+            .iter()
+            .zip(data.timestamps.clone())
+            .zip(t_idx)
+            .filter_map(|((r, t), i)| if i { Some((r.clone(), t)) } else { None })
+            .unzip();
+        // TODO: Filter tickers
+        //let ticker_idx = data
+        //    .tickers
+        //    .iter()
+        //    .map(|ticker| meta.tickers.contains(ticker));
+        //let (new_data, new_tickers) = new_data
+        //    .data
+        //    .iter()
+        //    .zip(data.timestamps.clone())
+        //    .zip(t_idx)
+        //    .filter_map(|((r, t), i)| if i { Some((r.clone(), t)) } else { None })
+        //    .unzip();
+        data.data = new_data;
+        data.timestamps = new_timestamps;
+        Ok(data)
     }
 }
diff --git a/src/data/downloader/mod.rs b/src/data/downloader/mod.rs
deleted file mode 100644
index 6be15ce..0000000
--- a/src/data/downloader/mod.rs
+++ /dev/null
@@ -1,2 +0,0 @@
-#[cfg(feature = "polygon")]
-pub mod polygon;
diff --git a/src/data/downloader/polygon.rs b/src/data/downloader/polygon.rs
deleted file mode 100644
index 7d91816..0000000
--- a/src/data/downloader/polygon.rs
+++ /dev/null
@@ -1,48 +0,0 @@
-use crate::data::{error::Error, Aggregate, DataOptions, DataProvider, MarketData, PriceData};
-use ::polygon::rest::{Aggregate as PolygonAggregate, AggregateWrapper, Client, GetAggregate};
-use async_trait::async_trait;
-
-pub struct PolygonDownloader;
-
-impl From<PolygonAggregate> for Aggregate {
-    fn from(p: PolygonAggregate) -> Aggregate {
-        Aggregate {
-            datetime: p.t,
-            open: p.o,
-            high: p.h,
-            low: p.l,
-            close: p.c,
-            volume: p.v,
-        }
-    }
-}
-
-#[async_trait]
-impl DataProvider for PolygonDownloader {
-    async fn download_data(&self, meta: &DataOptions) -> Result<MarketData, Error> {
-        let client = Client::from_env()?;
-        let queries = meta
-            .tickers
-            .iter()
-            .map(|ticker| GetAggregate::new(ticker, meta.start, meta.end));
-        let wrappers: Result<Vec<AggregateWrapper>, Error> = client
-            .send_all(queries)
-            .await
-            .into_iter()
-            .map(|x| x.map_err(From::from))
-            .collect();
-        let prices: PriceData = wrappers?
-            .into_iter()
-            .map(|w| (w.ticker, w.results.unwrap_or_default()))
-            .map(|(ticker, data)| {
-                (
-                    ticker,
-                    data.into_iter()
-                        .map(|agg| (agg.t, From::from(agg)))
-                        .collect(),
-                )
-            })
-            .collect();
-        Ok(MarketData { prices })
-    }
-}
diff --git a/src/data/error.rs b/src/data/error.rs
index 14ce6cd..9578758 100644
--- a/src/data/error.rs
+++ b/src/data/error.rs
@@ -4,8 +4,6 @@ use thiserror::Error;
 pub enum Error {
     #[error("{0}")]
     Io(std::io::Error),
-    #[error("{0}")]
-    Serde(serde_json::Error),
     #[cfg(feature = "polygon")]
     #[error("{0}")]
     Polygon(::polygon::errors::Error),
@@ -16,11 +14,7 @@ impl From<std::io::Error> for Error {
         Self::Io(e)
     }
 }
-impl From<serde_json::Error> for Error {
-    fn from(e: serde_json::Error) -> Self {
-        Self::Serde(e)
-    }
-}
+
 #[cfg(feature = "polygon")]
 impl From<::polygon::errors::Error> for Error {
     fn from(e: ::polygon::errors::Error) -> Self {
diff --git a/src/data/mod.rs b/src/data/mod.rs
index 8f033af..066a2b2 100644
--- a/src/data/mod.rs
+++ b/src/data/mod.rs
@@ -1,34 +1,16 @@
-use async_trait::async_trait;
-use chrono::{DateTime, NaiveDate, Utc};
+use crate::utils::serde_tz;
+use chrono::{DateTime, NaiveTime, TimeZone};
+use chrono_tz::{Tz, US::Eastern};
+use polygon::rest::Aggregate as PolygonAggregate;
 use rust_decimal::prelude::*;
 use serde::{Deserialize, Serialize};
-use std::collections::{BTreeMap, HashMap};
 
-pub use cache::FileCache;
-mod cache;
-pub mod downloader;
 pub mod error;
 
-#[derive(Deserialize, Serialize, Debug, Clone)]
-pub struct DataOptions {
-    tickers: Vec<String>,
-    start: NaiveDate,
-    end: NaiveDate,
-}
-
-impl DataOptions {
-    pub fn new(tickers: Vec<String>, start: NaiveDate, end: NaiveDate) -> Self {
-        Self {
-            tickers,
-            start,
-            end,
-        }
-    }
-}
-
 #[derive(Debug, Clone, Serialize, Deserialize)]
 pub struct Aggregate {
-    pub datetime: DateTime<Utc>,
+    #[serde(with = "serde_tz")]
+    pub datetime: DateTime<Tz>,
     pub open: Decimal,
     pub high: Decimal,
     pub low: Decimal,
@@ -36,14 +18,35 @@ pub struct Aggregate {
     pub volume: Decimal,
 }
 
-type PriceData = HashMap<String, BTreeMap<DateTime<Utc>, Aggregate>>;
+impl From<PolygonAggregate> for Aggregate {
+    fn from(p: PolygonAggregate) -> Aggregate {
+        Aggregate {
+            datetime: p.t.with_timezone(&Eastern),
+            open: p.o,
+            high: p.h,
+            low: p.l,
+            close: p.c,
+            volume: p.v,
+        }
+    }
+}
 
-#[derive(Debug, Serialize, Deserialize, Clone)]
-pub struct MarketData {
-    pub prices: PriceData,
+pub trait MarketTimeExt {
+    fn is_regular_hours(&self) -> bool;
+    fn is_opening(&self) -> bool;
+    fn is_closing(&self) -> bool;
 }
 
-#[async_trait]
-pub trait DataProvider {
-    async fn download_data(&self, meta: &DataOptions) -> Result<MarketData, error::Error>;
+impl<T: TimeZone> MarketTimeExt for DateTime<T> {
+    fn is_regular_hours(&self) -> bool {
+        let zoned = self.with_timezone(&Eastern);
+        (zoned.time() >= NaiveTime::from_hms(9, 30, 00))
+            && (zoned.time() < NaiveTime::from_hms(16, 00, 00))
+    }
+    fn is_opening(&self) -> bool {
+        self.with_timezone(&Eastern).time() == NaiveTime::from_hms(9, 30, 0)
+    }
+    fn is_closing(&self) -> bool {
+        self.with_timezone(&Eastern).time() == NaiveTime::from_hms(16, 0, 0)
+    }
 }
diff --git a/src/finance/commission.rs b/src/finance/commission.rs
index 887077c..a6acb84 100644
--- a/src/finance/commission.rs
+++ b/src/finance/commission.rs
@@ -1,7 +1,7 @@
 use crate::brokerage::position::Lot;
 use rust_decimal::prelude::*;
 
-pub trait Commission {
+pub trait Commission: Send + Sync {
     fn calculate(&self, lot: &Lot) -> Decimal;
 }
 
@@ -82,6 +82,7 @@ impl Commission for PerDollarCommission {
 mod test {
     use super::*;
     use chrono::Utc;
+    use chrono_tz::US::Eastern;
 
     #[test]
     fn it_calculates_the_correct_commission_amount() {
@@ -91,7 +92,7 @@ mod test {
         let per_dollar_commission = PerDollarCommission::new(Decimal::new(3, 0));
 
         let lot = Lot {
-            fill_time: Utc::now(),
+            fill_time: Utc::now().with_timezone(&Eastern),
             quantity: Decimal::new(4, 0),
             price: Decimal::new(5, 0),
         };
@@ -110,7 +111,7 @@ mod test {
             PerDollarCommission::new(Decimal::new(3, 0)).min_lot_cost(Decimal::new(100, 0));
 
         let lot = Lot {
-            fill_time: Utc::now(),
+            fill_time: Utc::now().with_timezone(&Eastern),
             quantity: Decimal::new(4, 0),
             price: Decimal::new(5, 0),
         };
diff --git a/src/finance/slippage.rs b/src/finance/slippage.rs
index 2481d8b..a7bd9c4 100644
--- a/src/finance/slippage.rs
+++ b/src/finance/slippage.rs
@@ -1,4 +1,4 @@
-pub trait Slippage {
+pub trait Slippage: Send + Sync {
     fn slippage(&self, volume_share: f64) -> f64;
 }
 
diff --git a/src/lib.rs b/src/lib.rs
index 20e55db..4a4fdda 100644
--- a/src/lib.rs
+++ b/src/lib.rs
@@ -1,24 +1,33 @@
+#[macro_use]
+extern crate lazy_static;
+
 mod brokerage;
 pub mod data;
 pub mod finance;
 mod markets;
+mod options;
 mod simulator;
 pub mod statistics;
 mod strategy;
+mod utils;
 
 pub use brokerage::{
-    order::{Order, OrderType},
-    Brokerage, OrderStatus,
+    actor::Event,
+    handle::Brokerage,
+    order::{Order, OrderStatus, OrderType},
 };
-pub use markets::{clock::MarketState, market::Market};
+pub use data::Aggregate;
+pub use markets::{clock::MarketState, handle::Market};
+pub use options::{Options, Resolution};
 pub use simulator::Simulator;
 pub use strategy::Strategy;
 
 pub mod prelude {
-    pub use crate::data::{DataOptions, DataProvider, FileCache};
+    pub use crate::data::MarketTimeExt;
     pub use crate::{
-        brokerage::{order::Order, Brokerage},
-        markets::market::Market,
+        brokerage::{handle::Brokerage, order::Order},
+        markets::handle::Market,
+        options::{Options, Resolution},
         simulator::Simulator,
         strategy::Strategy,
     };
diff --git a/src/markets/actor.rs b/src/markets/actor.rs
new file mode 100644
index 0000000..9bbe59c
--- /dev/null
+++ b/src/markets/actor.rs
@@ -0,0 +1,158 @@
+use crate::markets::clock::{Clock, MarketState};
+use crate::markets::data_manager::DataManager;
+use crate::markets::handle::*;
+use crate::utils::progress::progress;
+use crate::Aggregate;
+use crate::Options;
+use chrono::prelude::*;
+use chrono_tz::Tz;
+use indicatif::ProgressBar;
+use rust_decimal::Decimal;
+use tokio::sync::mpsc::{unbounded_channel, UnboundedReceiver};
+use tokio::sync::oneshot::Sender as OneshotSender;
+use tracing::{debug, trace};
+
+pub(crate) struct MarketActor {
+    requests: UnboundedReceiver<(OneshotSender<MarketResponse>, MarketRequest)>,
+    data_manager: DataManager,
+    clock: Clock,
+    progress: ProgressBar,
+}
+
+impl MarketActor {
+    pub fn spawn(data_options: Options) -> Market {
+        let clock = Clock::new(
+            data_options.start,
+            data_options.end,
+            data_options.warmup,
+            data_options.resolution,
+        );
+        let progress = progress(clock.simulation_periods() as u64, "Simulating");
+        let data_manager = DataManager::new(data_options);
+        let (tx, rx) = unbounded_channel();
+        let handle = Market::new(tx);
+
+        let actor = Self {
+            requests: rx,
+            data_manager,
+            clock,
+            progress,
+        };
+        tokio::spawn(async move { actor.run_forever().await });
+        handle
+    }
+
+    async fn run_forever(mut self) {
+        self.data_manager.download_data().await;
+        self.progress.reset();
+        while let Some((tx, request)) = self.requests.recv().await {
+            trace!("Received request: {:?}", request);
+            let response = self.handle_message(request);
+            tx.send(response).unwrap()
+        }
+        debug!("No listeners remain, disconnecting");
+    }
+
+    fn handle_message(&mut self, request: MarketRequest) -> MarketResponse {
+        match request {
+            MarketRequest::Data { ticker, start, end } => {
+                let data = self.get_data(&ticker, start, end);
+                MarketResponse::Data(data)
+            }
+            MarketRequest::GetOpen { ticker } => MarketResponse::MaybePrice(self.get_open(&ticker)),
+            MarketRequest::GetCurrent { ticker } => {
+                MarketResponse::MaybePrice(self.get_current_price(&ticker))
+            }
+            MarketRequest::GetLast { ticker } => {
+                MarketResponse::MaybePrice(self.get_last_price(&ticker))
+            }
+            MarketRequest::Datetime => MarketResponse::Datetime(self.datetime()),
+            MarketRequest::PreviousDatetime => MarketResponse::Datetime(self.previous_datetime()),
+            MarketRequest::NextDatetime => MarketResponse::Datetime(self.next_datetime()),
+            MarketRequest::State => MarketResponse::State(self.state()),
+            MarketRequest::IsDone => MarketResponse::Bool(self.is_done()),
+            MarketRequest::IsOpen => MarketResponse::Bool(self.is_open()),
+            MarketRequest::Tick => {
+                self.tick();
+                MarketResponse::Success
+            }
+        }
+    }
+
+    #[tracing::instrument(skip(self))]
+    fn get_open(&self, ticker: &str) -> Option<Decimal> {
+        trace!(ticker, "Get open");
+        let datetime = self.datetime();
+        let data = self.get_data(ticker, datetime, datetime);
+        data.map(|x| x.first().unwrap().open)
+    }
+
+    #[tracing::instrument(skip(self))]
+    fn get_current_price(&self, ticker: &str) -> Option<Decimal> {
+        trace!(ticker, "Get current price");
+        let datetime = self.datetime();
+        self.data_manager
+            .get_last_before(ticker, datetime)
+            .map(|x| x.close)
+    }
+
+    #[tracing::instrument(skip(self))]
+    pub fn get_last_price(&self, ticker: &str) -> Option<Decimal> {
+        trace!(ticker, "Get last price");
+        let datetime = self.previous_datetime();
+        let data = self.get_data(ticker, datetime, datetime);
+        data.map(|x| x.last().unwrap().close)
+    }
+
+    #[tracing::instrument(skip(self))]
+    fn get_data(
+        &self,
+        ticker: &str,
+        start: DateTime<Tz>,
+        end: DateTime<Tz>,
+    ) -> Option<Vec<Aggregate>> {
+        trace!(ticker, %start, %end, "Get data");
+        self.data_manager.get_data(ticker, start, end)
+    }
+
+    #[tracing::instrument(skip(self))]
+    fn datetime(&self) -> DateTime<Tz> {
+        self.clock.datetime()
+    }
+
+    #[tracing::instrument(skip(self))]
+    fn state(&self) -> MarketState {
+        self.clock.state()
+    }
+
+    #[tracing::instrument(skip(self))]
+    fn is_done(&self) -> bool {
+        if self.clock.is_done() {
+            self.progress.finish();
+            true
+        } else {
+            false
+        }
+    }
+
+    #[tracing::instrument(skip(self))]
+    fn is_open(&self) -> bool {
+        self.clock.is_open()
+    }
+
+    #[tracing::instrument(skip(self))]
+    fn previous_datetime(&self) -> DateTime<Tz> {
+        self.clock.previous_datetime()
+    }
+
+    #[tracing::instrument(skip(self))]
+    fn next_datetime(&self) -> DateTime<Tz> {
+        self.clock.next_datetime()
+    }
+
+    #[tracing::instrument(skip(self))]
+    fn tick(&mut self) {
+        self.clock.tick();
+        self.progress.inc(1);
+    }
+}
diff --git a/src/markets/clock.rs b/src/markets/clock.rs
index f11ed9e..386f570 100644
--- a/src/markets/clock.rs
+++ b/src/markets/clock.rs
@@ -1,4 +1,13 @@
-use chrono::{DateTime, Utc};
+use crate::utils::nyse_calendar::NyseCalendar;
+use crate::Resolution;
+use bdays::{HolidayCalendar, HolidayCalendarCache};
+use chrono::{DateTime, Duration, NaiveDate, NaiveTime, TimeZone};
+use chrono_tz::{Tz, US::Eastern};
+
+lazy_static! {
+    static ref OPENING_TIME: NaiveTime = NaiveTime::from_hms(9, 30, 0);
+    static ref CLOSING_TIME: NaiveTime = NaiveTime::from_hms(16, 0, 0);
+}
 
 #[derive(Copy, Clone, Debug, PartialEq)]
 pub enum MarketState {
@@ -22,49 +31,119 @@ impl MarketState {
 }
 
 #[derive(Clone)]
-pub(crate) struct Clock {
-    idx: usize,
+struct ClockOptions {
+    end: NaiveDate,
+    resolution: Resolution,
+}
+
+pub struct Clock {
+    datetime: DateTime<Tz>,
     market_state: MarketState,
-    timestamps: Vec<DateTime<Utc>>,
+    calendar: HolidayCalendarCache<NaiveDate>,
+    options: ClockOptions,
 }
 
 impl Clock {
-    pub fn new(timestamps: Vec<DateTime<Utc>>) -> Self {
+    pub fn new(
+        mut start: NaiveDate,
+        end: NaiveDate,
+        warmup: Duration,
+        resolution: Resolution,
+    ) -> Self {
+        let calendar = HolidayCalendarCache::new(NyseCalendar, start, end);
+        if !calendar.is_bday(start) {
+            start = calendar.advance_bdays(start, 1);
+        }
+        let datetime = Eastern
+            .from_local_datetime(&start.and_time(*OPENING_TIME))
+            .unwrap()
+            + warmup;
+        let options = ClockOptions { end, resolution };
         Self {
-            idx: 0,
+            datetime,
             market_state: MarketState::PreOpen,
-            timestamps,
+            calendar,
+            options,
+        }
+    }
+
+    pub fn simulation_periods(&self) -> i32 {
+        let days = self
+            .calendar
+            .bdays(self.datetime.date().naive_local(), self.options.end);
+        match self.options.resolution {
+            Resolution::Day => days * 5,
+            Resolution::Minute => days * 395,
         }
     }
 
-    //pub fn datetime_offset(&self, n: usize) -> Option<&DateTime<Utc>> {
-    //    self.timestamps.get(self.idx - n)
-    //}
+    pub fn is_done(&self) -> bool {
+        (self.datetime.date().naive_local() >= self.options.end)
+            && self.market_state == MarketState::Closed
+    }
+
+    pub fn is_start_of_day(&self) -> bool {
+        match self.options.resolution {
+            Resolution::Minute => self.datetime.time() == *OPENING_TIME,
+            // Since there's only one tick per day, it's always the end of the day
+            Resolution::Day => true,
+        }
+    }
+
+    pub fn is_end_of_day(&self) -> bool {
+        // TODO: Fix for early closing time
+        match self.options.resolution {
+            Resolution::Minute => self.datetime.time() == *CLOSING_TIME,
+            // Since there's only one tick per day, it's always the end of the day
+            Resolution::Day => true,
+        }
+    }
 
-    pub fn previous_datetime(&self) -> Option<&DateTime<Utc>> {
-        if self.idx == 0 {
-            None
+    pub fn previous_datetime(&self) -> DateTime<Tz> {
+        if self.is_start_of_day() {
+            Eastern
+                .from_local_datetime(
+                    &self
+                        .calendar
+                        .advance_bdays(self.datetime.date().naive_local(), -1)
+                        // TODO: Fix for early closing time
+                        .and_time(*CLOSING_TIME),
+                )
+                .unwrap()
         } else {
-            self.timestamps.get(self.idx - 1)
+            match self.options.resolution {
+                Resolution::Minute => self.datetime - Duration::minutes(1),
+                Resolution::Day => unreachable!(),
+            }
         }
     }
 
-    pub fn datetime(&self) -> Option<&DateTime<Utc>> {
-        self.timestamps.get(self.idx)
+    pub fn datetime(&self) -> DateTime<Tz> {
+        self.datetime
     }
 
-    pub fn next_datetime(&self) -> Option<&DateTime<Utc>> {
-        self.timestamps.get(self.idx + 1)
+    pub fn next_datetime(&self) -> DateTime<Tz> {
+        if self.is_end_of_day() {
+            Eastern
+                .from_local_datetime(
+                    &self
+                        .calendar
+                        .advance_bdays(self.datetime.date().naive_local(), 1)
+                        .and_time(*OPENING_TIME),
+                )
+                .unwrap()
+        } else {
+            match self.options.resolution {
+                Resolution::Minute => self.datetime + Duration::minutes(1),
+                Resolution::Day => unreachable!(),
+            }
+        }
     }
 
     pub fn state(&self) -> MarketState {
         self.market_state
     }
 
-    pub fn is_done(&self) -> bool {
-        (self.idx == (self.timestamps.len() - 1)) && self.state() == MarketState::Closed
-    }
-
     pub fn is_open(&self) -> bool {
         match self.market_state {
             MarketState::Opening | MarketState::Open | MarketState::Closing => true,
@@ -73,27 +152,34 @@ impl Clock {
     }
 
     pub fn tick(&mut self) {
-        let datetime = match self.datetime() {
-            Some(datetime) => datetime,
-            None => return,
-        };
-        let next_datetime = self.next_datetime();
+        if self.is_done() {
+            panic!("Market clock ticked after end of backtest");
+        }
+
         let state = &self.market_state;
-        if let Some(next_datetime) = next_datetime {
-            if datetime.date() != next_datetime.date() {
-                if let MarketState::Closed = state {
-                    self.idx += 1
-                }
-                self.market_state = state.next();
-            } else {
-                match state {
-                    MarketState::Opening | MarketState::Open => self.market_state = state.next(),
-                    _ => self.idx += 1,
-                }
+
+        if self.is_end_of_day() {
+            if let MarketState::Closed = state {
+                self.datetime = Eastern
+                    .from_local_datetime(
+                        &(self
+                            .calendar
+                            .advance_bdays(self.datetime.date().naive_local(), 1))
+                        .and_time(*OPENING_TIME),
+                    )
+                    .unwrap();
             }
-        } else if let MarketState::Closed = state {
-        } else {
             self.market_state = state.next();
+        } else {
+            match state {
+                MarketState::PreOpen | MarketState::Opening => self.market_state = state.next(),
+                _ => match self.options.resolution {
+                    Resolution::Minute => self.datetime = self.datetime + Duration::minutes(1),
+                    // We should never reach the below as `self.is_end_of_day` should always be
+                    // true for daily resolution
+                    Resolution::Day => unreachable!(),
+                },
+            }
         }
     }
 }
@@ -101,12 +187,24 @@ impl Clock {
 #[cfg(test)]
 mod test {
     use super::*;
+    use chrono::Duration;
 
     #[test]
     fn it_can_tell_and_update_time() {
-        let mut clock = Clock::new(vec![Utc::now(), Utc::now() + chrono::Duration::days(1)]);
-        assert!(clock.datetime().is_some());
-        assert!(clock.next_datetime().is_some());
+        let mut clock = Clock::new(
+            NaiveDate::from_ymd(2021, 1, 1),
+            NaiveDate::from_ymd(2021, 12, 31),
+            Duration::zero(),
+            Resolution::Day,
+        );
+        assert_eq!(
+            clock.datetime().naive_local(),
+            NaiveDate::from_ymd(2021, 1, 5).and_hms(9, 30, 0)
+        );
+        assert_eq!(
+            clock.next_datetime().naive_local(),
+            NaiveDate::from_ymd(2021, 1, 6).and_hms(9, 30, 0)
+        );
 
         assert_eq!(clock.state(), MarketState::PreOpen);
         assert!(!clock.is_open());
@@ -129,6 +227,56 @@ mod test {
 
         clock.tick();
         assert_eq!(clock.state(), MarketState::PreOpen);
-        assert!(clock.next_datetime().is_none());
+    }
+
+    #[test]
+    fn it_works_for_intraday_data() {
+        let mut clock = Clock::new(
+            NaiveDate::from_ymd(2021, 1, 1),
+            NaiveDate::from_ymd(2021, 12, 31),
+            Duration::zero(),
+            Resolution::Minute,
+        );
+        assert_eq!(
+            clock.datetime().naive_local(),
+            NaiveDate::from_ymd(2021, 1, 5).and_hms(9, 30, 0)
+        );
+        assert_eq!(
+            clock.next_datetime().naive_local(),
+            NaiveDate::from_ymd(2021, 1, 5).and_hms(9, 31, 0)
+        );
+
+        assert_eq!(clock.state(), MarketState::PreOpen);
+        assert!(!clock.is_open());
+
+        clock.tick();
+        assert_eq!(clock.state(), MarketState::Opening);
+        assert!(clock.is_open());
+
+        for _ in 0..391 {
+            clock.tick();
+            assert_eq!(clock.state(), MarketState::Open);
+            assert!(clock.is_open());
+        }
+
+        clock.tick();
+        assert_eq!(clock.state(), MarketState::Closing);
+        assert!(clock.is_open());
+
+        clock.tick();
+        assert_eq!(clock.state(), MarketState::Closed);
+        assert!(!clock.is_open());
+
+        clock.tick();
+        assert_eq!(clock.state(), MarketState::PreOpen);
+        assert!(!clock.is_open());
+
+        clock.tick();
+        assert_eq!(clock.state(), MarketState::Opening);
+        assert!(clock.is_open());
+
+        clock.tick();
+        assert_eq!(clock.state(), MarketState::Open);
+        assert!(clock.is_open());
     }
 }
diff --git a/src/markets/data_manager.rs b/src/markets/data_manager.rs
new file mode 100644
index 0000000..fdf33c0
--- /dev/null
+++ b/src/markets/data_manager.rs
@@ -0,0 +1,113 @@
+use crate::data::Aggregate;
+use crate::{Options, Resolution};
+use chrono::prelude::*;
+use chrono_tz::{Tz, US::Eastern};
+use futures::{stream, StreamExt, TryStreamExt};
+use polygon::rest::{client, GetAggregate, Timespan};
+use std::collections::{BTreeMap, HashMap};
+use stream_flatten_iters::TryStreamExt as _;
+
+#[derive(Clone, Debug, Eq, Hash, PartialEq)]
+pub struct DownloadJob {
+    ticker: String,
+    start: NaiveDate,
+    end: NaiveDate,
+    resolution: Resolution,
+}
+
+pub struct DataManager {
+    download_jobs: Vec<GetAggregate>,
+    data: HashMap<String, BTreeMap<DateTime<Tz>, Aggregate>>,
+}
+
+impl DataManager {
+    pub fn new(data_options: Options) -> Self {
+        let download_jobs = data_options
+            .tickers
+            .iter()
+            .map(|ticker| {
+                let timespan = match data_options.resolution {
+                    Resolution::Day => Timespan::Day,
+                    Resolution::Minute => Timespan::Minute,
+                };
+                let start = data_options.start.and_hms(0, 0, 0);
+                let end = data_options.end.and_hms(0, 0, 0);
+                GetAggregate::new(ticker, start, end)
+                    .timespan(timespan)
+                    .limit(50000)
+            })
+            .collect();
+
+        Self {
+            download_jobs,
+            data: HashMap::new(),
+        }
+    }
+
+    pub async fn download_data(&mut self) {
+        let jobs = self.download_jobs.clone();
+        let client = client(&std::env::var("POLYGON_TOKEN").expect(
+            "The Polygon data provider requires the POLYGON_TOKEN environment variable to be set",
+        ))
+        .show_progress();
+        let data = stream::select_all(client.send_all_paginated(jobs.iter()).map(|stream| {
+            stream
+                .map_ok(|wrapper| {
+                    let ticker = wrapper.ticker.clone();
+                    wrapper
+                        .results
+                        .into_iter()
+                        .map(move |r| (ticker.clone(), r))
+                })
+                .try_flatten_iters()
+        }))
+        .filter_map(|x| async move { x.ok() })
+        .map(|x| async { x })
+        .buffer_unordered(500);
+
+        let mut data = Box::pin(data);
+        while let Some((ticker, agg)) = data.next().await {
+            self.data
+                .entry(ticker.to_string())
+                .and_modify(|map| {
+                    let agg = agg.clone();
+                    map.insert(agg.t.with_timezone(&Eastern), From::from(agg));
+                })
+                .or_insert_with(|| {
+                    let mut map = BTreeMap::new();
+                    map.insert(agg.t.with_timezone(&Eastern), From::from(agg));
+                    map
+                });
+        }
+    }
+
+    pub fn get_data(
+        &self,
+        ticker: &str,
+        start: DateTime<Tz>,
+        end: DateTime<Tz>,
+    ) -> Option<Vec<Aggregate>> {
+        let data: Vec<Aggregate> = self
+            .data
+            .get(ticker)?
+            .range(start..=end)
+            .map(|(_, agg)| agg)
+            .cloned()
+            .collect();
+        if data.is_empty() {
+            None
+        } else {
+            Some(data)
+        }
+    }
+
+    pub fn get_last_before(&self, ticker: &str, datetime: DateTime<Tz>) -> Option<Aggregate> {
+        let start = chrono::MIN_DATETIME.with_timezone(&datetime.timezone());
+        self.data
+            .get(ticker)?
+            .range(start..=datetime)
+            .last()
+            .map(|(_, agg)| agg)
+            .cloned()
+    }
+}
diff --git a/src/markets/handle.rs b/src/markets/handle.rs
new file mode 100644
index 0000000..d4c5570
--- /dev/null
+++ b/src/markets/handle.rs
@@ -0,0 +1,179 @@
+use crate::data::Aggregate;
+use crate::markets::clock::MarketState;
+use chrono::DateTime;
+use chrono_tz::Tz;
+use rust_decimal::Decimal;
+use tokio::sync::mpsc::UnboundedSender;
+use tokio::sync::oneshot::{self, Sender as OneshotSender};
+
+#[derive(Clone, Debug)]
+pub(crate) enum MarketRequest {
+    Datetime,
+    IsDone,
+    IsOpen,
+    Data {
+        ticker: String,
+        start: DateTime<Tz>,
+        end: DateTime<Tz>,
+    },
+    GetOpen {
+        ticker: String,
+    },
+    GetCurrent {
+        ticker: String,
+    },
+    GetLast {
+        ticker: String,
+    },
+    NextDatetime,
+    State,
+    PreviousDatetime,
+    Tick,
+}
+
+#[derive(Clone, Debug)]
+pub(crate) enum MarketResponse {
+    Bool(bool),
+    Data(Option<Vec<Aggregate>>),
+    Datetime(DateTime<Tz>),
+    MaybePrice(Option<Decimal>),
+    State(MarketState),
+    // Generic reply for when no reply is needed
+    Success,
+}
+
+#[derive(Clone)]
+pub struct Market {
+    sender: UnboundedSender<(OneshotSender<MarketResponse>, MarketRequest)>,
+}
+
+impl Market {
+    pub(crate) fn new(
+        sender: UnboundedSender<(OneshotSender<MarketResponse>, MarketRequest)>,
+    ) -> Self {
+        Self { sender }
+    }
+
+    async fn send_request(&self, request: MarketRequest) -> MarketResponse {
+        let (tx, rx) = oneshot::channel();
+        self.sender.send((tx, request)).unwrap();
+        rx.await.unwrap()
+    }
+
+    pub async fn datetime(&self) -> DateTime<Tz> {
+        let response = self.send_request(MarketRequest::Datetime).await;
+        if let MarketResponse::Datetime(dt) = response {
+            dt
+        } else {
+            unreachable!()
+        }
+    }
+
+    pub async fn previous_datetime(&self) -> DateTime<Tz> {
+        let response = self.send_request(MarketRequest::PreviousDatetime).await;
+        if let MarketResponse::Datetime(dt) = response {
+            dt
+        } else {
+            unreachable!()
+        }
+    }
+
+    pub async fn next_datetime(&self) -> DateTime<Tz> {
+        let response = self.send_request(MarketRequest::NextDatetime).await;
+        if let MarketResponse::Datetime(dt) = response {
+            dt
+        } else {
+            unreachable!()
+        }
+    }
+
+    pub async fn state(&self) -> MarketState {
+        let response = self.send_request(MarketRequest::State).await;
+        if let MarketResponse::State(state) = response {
+            state
+        } else {
+            unreachable!()
+        }
+    }
+
+    pub async fn is_open(&self) -> bool {
+        let response = self.send_request(MarketRequest::IsOpen).await;
+        if let MarketResponse::Bool(b) = response {
+            b
+        } else {
+            unreachable!()
+        }
+    }
+
+    pub async fn get_data<T: ToString>(
+        &self,
+        ticker: T,
+        start: DateTime<Tz>,
+        end: DateTime<Tz>,
+    ) -> Option<Vec<Aggregate>> {
+        let response = self
+            .send_request(MarketRequest::Data {
+                ticker: ticker.to_string(),
+                start,
+                end,
+            })
+            .await;
+        if let MarketResponse::Data(data) = response {
+            data
+        } else {
+            unreachable!()
+        }
+    }
+
+    pub(crate) async fn get_current_price(&self, ticker: &str) -> Option<Decimal> {
+        let response = self
+            .send_request(MarketRequest::GetCurrent {
+                ticker: ticker.to_string(),
+            })
+            .await;
+        if let MarketResponse::MaybePrice(p) = response {
+            p
+        } else {
+            unreachable!()
+        }
+    }
+
+    pub async fn get_last_price(&self, ticker: &str) -> Option<Decimal> {
+        let response = self
+            .send_request(MarketRequest::GetLast {
+                ticker: ticker.to_string(),
+            })
+            .await;
+        if let MarketResponse::MaybePrice(p) = response {
+            p
+        } else {
+            unreachable!()
+        }
+    }
+
+    pub async fn get_open(&self, ticker: &str) -> Option<Decimal> {
+        let response = self
+            .send_request(MarketRequest::GetOpen {
+                ticker: ticker.to_string(),
+            })
+            .await;
+        if let MarketResponse::MaybePrice(p) = response {
+            p
+        } else {
+            unreachable!()
+        }
+    }
+
+    pub(crate) async fn is_done(&self) -> bool {
+        let response = self.send_request(MarketRequest::IsDone).await;
+        if let MarketResponse::Bool(b) = response {
+            b
+        } else {
+            unreachable!()
+        }
+    }
+
+    pub(crate) async fn tick(&self) {
+        self.send_request(MarketRequest::Tick).await;
+    }
+}
diff --git a/src/markets/market.rs b/src/markets/market.rs
deleted file mode 100644
index 9349dcd..0000000
--- a/src/markets/market.rs
+++ /dev/null
@@ -1,124 +0,0 @@
-use crate::data::{Aggregate, MarketData};
-use crate::markets::clock::{Clock, MarketState};
-use chrono::{DateTime, Utc};
-use rust_decimal::Decimal;
-use std::cell::RefCell;
-use std::collections::BTreeSet;
-use std::rc::Rc;
-
-struct Inner {
-    clock: Clock,
-    data: MarketData,
-}
-
-#[derive(Clone)]
-pub struct Market {
-    inner: Rc<RefCell<Inner>>,
-}
-
-impl Market {
-    pub fn new(data: MarketData) -> Self {
-        let timestamps: BTreeSet<DateTime<Utc>> =
-            data.prices.values().flatten().map(|x| *x.0).collect();
-        let clock = Clock::new(timestamps.into_iter().collect());
-        let inner = Rc::new(RefCell::new(Inner { clock, data }));
-        Self { inner }
-    }
-
-    pub(crate) fn get_current_price(&self, ticker: &str) -> Option<Decimal> {
-        let inner = self.inner.borrow();
-        let timeseries = inner.data.prices.get(ticker)?;
-        let state = inner.clock.state();
-        match state {
-            MarketState::PreOpen | MarketState::Closed => None,
-            MarketState::Opening => {
-                let datetime = inner.clock.datetime()?;
-                timeseries.get(datetime).map(|agg| agg.open)
-            }
-            MarketState::Open | MarketState::Closing => {
-                let datetime = inner.clock.datetime()?;
-                timeseries.get(datetime).map(|agg| agg.close)
-            }
-        }
-    }
-
-    pub fn get_last_price(&self, ticker: &str) -> Option<Decimal> {
-        let inner = self.inner.borrow();
-        let timeseries = inner.data.prices.get(ticker)?;
-        let state = inner.clock.state();
-        match state {
-            MarketState::PreOpen | MarketState::Opening => {
-                let previous_datetime = inner.clock.previous_datetime()?;
-                timeseries.get(previous_datetime).map(|agg| agg.close)
-            }
-            MarketState::Open => {
-                let datetime = inner.clock.datetime()?;
-                timeseries.get(datetime).map(|agg| agg.open)
-            }
-            MarketState::Closing | MarketState::Closed => {
-                let datetime = inner.clock.datetime()?;
-                timeseries.get(datetime).map(|agg| agg.close)
-            }
-        }
-    }
-
-    pub fn get_last_aggregate(&self, ticker: &str) -> Option<Aggregate> {
-        let inner = self.inner.borrow();
-        let timeseries = inner.data.prices.get(ticker)?;
-        let state = inner.clock.state();
-        match state {
-            MarketState::PreOpen
-            | MarketState::Opening
-            | MarketState::Open
-            | MarketState::Closing => {
-                let previous_datetime = inner.clock.previous_datetime()?;
-                timeseries.get(previous_datetime).cloned()
-            }
-            MarketState::Closed => {
-                let datetime = inner.clock.datetime()?;
-                timeseries.get(datetime).cloned()
-            }
-        }
-    }
-
-    pub fn with_data<F, T>(
-        &self,
-        ticker: &str,
-        start: &DateTime<Utc>,
-        end: &DateTime<Utc>,
-        f: F,
-    ) -> Option<T>
-    where
-        F: Fn(Vec<&Aggregate>) -> T,
-    {
-        let inner = self.inner.borrow();
-        let timeseries = inner.data.prices.get(ticker)?;
-        let data = timeseries.range(start..end).map(|(_, v)| v).collect();
-        Some(f(data))
-    }
-
-    pub fn datetime(&self) -> DateTime<Utc> {
-        *self
-            .inner
-            .borrow()
-            .clock
-            .datetime()
-            .expect("Should always be in range")
-    }
-
-    pub fn state(&self) -> MarketState {
-        self.inner.borrow().clock.state()
-    }
-
-    pub(crate) fn is_done(&self) -> bool {
-        self.inner.borrow().clock.is_done()
-    }
-
-    pub fn is_open(&self) -> bool {
-        self.inner.borrow().clock.is_open()
-    }
-
-    pub(crate) fn tick(&self) {
-        self.inner.borrow_mut().clock.tick()
-    }
-}
diff --git a/src/markets/mod.rs b/src/markets/mod.rs
index 4e76dfd..cecc480 100644
--- a/src/markets/mod.rs
+++ b/src/markets/mod.rs
@@ -1,2 +1,4 @@
+pub(crate) mod actor;
 pub(crate) mod clock;
-pub(crate) mod market;
+pub(crate) mod data_manager;
+pub(crate) mod handle;
diff --git a/src/options.rs b/src/options.rs
new file mode 100644
index 0000000..0d96106
--- /dev/null
+++ b/src/options.rs
@@ -0,0 +1,56 @@
+use chrono::{Duration, NaiveDate};
+use serde::{Deserialize, Serialize};
+use serde_with::{serde_as, DurationSeconds};
+
+#[derive(Deserialize, Serialize, Debug, Clone, Copy, Eq, Hash, PartialEq)]
+pub enum Resolution {
+    Minute,
+    Day,
+}
+
+#[serde_as]
+#[derive(Deserialize, Serialize, Debug, Clone)]
+pub struct Options {
+    pub tickers: Vec<String>,
+    pub start: NaiveDate,
+    pub end: NaiveDate,
+    #[serde_as(as = "DurationSeconds<i64>")]
+    pub warmup: Duration,
+    pub resolution: Resolution,
+    pub normalize: bool,
+    pub outdir: Option<String>,
+}
+
+impl Options {
+    pub fn new(tickers: Vec<String>, start: NaiveDate, end: NaiveDate) -> Self {
+        Self {
+            tickers,
+            start,
+            end,
+            warmup: Duration::zero(),
+            resolution: Resolution::Day,
+            normalize: false,
+            outdir: None,
+        }
+    }
+
+    pub fn set_resolution(mut self, resolution: Resolution) -> Self {
+        self.resolution = resolution;
+        self
+    }
+
+    pub fn set_warmup(mut self, warmup: Duration) -> Self {
+        self.warmup = warmup;
+        self
+    }
+
+    pub fn set_normalize(mut self, normalize: bool) -> Self {
+        self.normalize = normalize;
+        self
+    }
+
+    pub fn set_outdir<T: ToString>(mut self, outdir: T) -> Self {
+        self.outdir = Some(outdir.to_string());
+        self
+    }
+}
diff --git a/src/simulator.rs b/src/simulator.rs
index 7225b11..65df3d9 100644
--- a/src/simulator.rs
+++ b/src/simulator.rs
@@ -1,60 +1,96 @@
-use crate::brokerage::{order::Order, Brokerage, Event, OrderStatus};
-use crate::markets::{clock::MarketState, market::Market};
+use crate::brokerage::{
+    actor::{BrokerageActor, Event},
+    handle::Brokerage,
+    order::{Order, OrderStatus},
+};
+use crate::markets::{actor::MarketActor, clock::MarketState, handle::Market};
 use crate::statistics::Statistics;
 use crate::strategy::Strategy;
-use chrono::{DateTime, Utc};
-use std::sync::mpsc::Receiver;
+use crate::Options;
+use chrono::DateTime;
+use chrono_tz::Tz;
+use rust_decimal::Decimal;
+use std::fs::{create_dir_all, remove_file, OpenOptions};
+use std::io::Write;
+use tracing::{trace, Instrument};
 
-const CLEAR_SCREEN: &str = "\x1B[2J\x1B[1;1H";
-
-pub struct Simulator<S: Strategy> {
+pub struct Simulator<S: Strategy + Send + Sync> {
     brokerage: Brokerage,
     market: Market,
     strategy: S,
     statistics: Statistics,
-    event_listener: Receiver<Event>,
+    data_options: Options,
 }
 
-impl<S: Strategy> Simulator<S> {
-    pub fn new(mut brokerage: Brokerage, strategy: S) -> Self {
-        let market = brokerage.get_market();
-        let event_listener = brokerage.subscribe();
+impl<S: Strategy + Send + Sync> Simulator<S> {
+    pub fn new(cash: Decimal, strategy: S, data_options: Options) -> Self {
+        let market = MarketActor::spawn(data_options.clone());
+        let brokerage = BrokerageActor::spawn(cash, market.clone());
         let statistics = Statistics::new();
         Self {
             brokerage,
             market,
             strategy,
             statistics,
-            event_listener,
+            data_options,
         }
     }
-}
 
-impl<S: Strategy> Simulator<S> {
-    pub fn run(&mut self) -> Result<(), S::Error> {
-        self.strategy.initialize();
-        while !self.market.is_done() {
-            print!("{}", CLEAR_SCREEN);
-            println!("{}", self.market.datetime());
-            match self.market.state() {
-                MarketState::PreOpen => {
-                    self.strategy.before_open(&mut self.brokerage, &self.market)
-                }
-                MarketState::Opening => self.strategy.at_open(&mut self.brokerage, &self.market),
-                MarketState::Open => {
-                    self.brokerage.reconcile_active_orders();
-                    self.strategy
-                        .during_regular_hours(&mut self.brokerage, &self.market)
+    pub async fn run(mut self) -> Result<(), S::Error> {
+        self.strategy.initialize().await;
+        let mut event_listener = self.brokerage.subscribe().await;
+        while !self.market.is_done().await {
+            let (datetime, state) = futures::join!(self.market.datetime(), self.market.state());
+            let span = tracing::debug_span!("Datetime", %datetime, ?state);
+            async {
+                match state {
+                    MarketState::PreOpen => {
+                        self.strategy
+                            .before_open(self.brokerage.clone(), self.market.clone())
+                            .instrument(tracing::trace_span!("Before open"))
+                            .await
+                    }
+                    MarketState::Opening => {
+                        self.strategy
+                            .at_open(self.brokerage.clone(), self.market.clone())
+                            .instrument(tracing::trace_span!("At open"))
+                            .await
+                    }
+                    MarketState::Open => {
+                        self.brokerage.reconcile_active_orders().await;
+                        self.strategy
+                            .during_regular_hours(self.brokerage.clone(), self.market.clone())
+                            .instrument(tracing::trace_span!("Regular hours"))
+                            .await
+                    }
+                    MarketState::Closing => {
+                        self.strategy
+                            .at_close(self.brokerage.clone(), self.market.clone())
+                            .instrument(tracing::trace_span!("At close"))
+                            .await
+                    }
+                    MarketState::Closed => {
+                        self.brokerage.expire_orders().await;
+                        self.strategy
+                            .after_close(self.brokerage.clone(), self.market.clone())
+                            .instrument(tracing::trace_span!("After close"))
+                            .await?;
+                        Ok(())
+                    }
+                }?;
+                while let Ok(event) = event_listener.try_recv() {
+                    trace!("Event received: {:?}", event);
+                    self.strategy.on_event(event.clone()).await?;
+                    self.handle_event(event)
                 }
-                MarketState::Closing => self.strategy.at_close(&mut self.brokerage, &self.market),
-                MarketState::Closed => self.strategy.after_close(&mut self.brokerage, &self.market),
-            }?;
-            while let Ok(event) = self.event_listener.try_recv() {
-                self.strategy.on_event(event.clone())?;
-                self.handle_event(event)
+                let equity = self.brokerage.get_equity().await;
+                trace!("Equity: {:.2}", equity);
+                self.statistics.record_equity(datetime, equity);
+                self.market.tick().await;
+                Ok(())
             }
-            self.statistics.record_equity(self.brokerage.get_equity());
-            self.market.tick();
+            .instrument(span)
+            .await?
         }
         self.generate_report();
         Ok(())
@@ -72,11 +108,53 @@ impl<S: Strategy> Simulator<S> {
         }
     }
 
-    fn handle_order_update(&mut self, status: OrderStatus, _order: Order, _time: DateTime<Utc>) {
+    fn handle_order_update(&mut self, status: OrderStatus, _order: Order, _time: DateTime<Tz>) {
         self.statistics.handle_order(&status)
     }
 
-    pub fn generate_report(&self) {
-        println!("{}", self.statistics)
+    pub fn generate_report(self) {
+        let outdir = self
+            .data_options
+            .outdir
+            .unwrap_or_else(|| "out".to_string());
+        let _ = create_dir_all(outdir.clone());
+        let filename = format!("{}/statistics.txt", outdir);
+        let _ = remove_file(filename.clone());
+        let mut file = OpenOptions::new()
+            .create(true)
+            .write(true)
+            .open(filename)
+            .unwrap();
+        write!(file, "{}", self.statistics).unwrap();
+        file.flush().unwrap();
+
+        let filename = format!("{}/equity.csv", outdir);
+        let _ = remove_file(filename.clone());
+        let file = OpenOptions::new()
+            .create(true)
+            .write(true)
+            .open(filename)
+            .unwrap();
+        let mut wtr = csv::Writer::from_writer(file);
+        wtr.write_record(&["datetime", "equity"]).unwrap();
+        for (d, e) in self.statistics.equity {
+            wtr.write_record(&[d.to_string(), e.to_string()]).unwrap()
+        }
+        wtr.flush().unwrap();
+
+        let filename = format!("{}/event_log.json", outdir);
+        let _ = remove_file(filename.clone());
+        let mut file = OpenOptions::new()
+            .create(true)
+            .write(true)
+            .open(filename)
+            .unwrap();
+        write!(
+            file,
+            "{}",
+            serde_json::to_string_pretty(&self.statistics.event_log).unwrap()
+        )
+        .unwrap();
+        file.flush().unwrap();
     }
 }
diff --git a/src/statistics.rs b/src/statistics.rs
index 462a7f4..165d3a8 100644
--- a/src/statistics.rs
+++ b/src/statistics.rs
@@ -1,4 +1,7 @@
-use crate::brokerage::{Event, OrderStatus};
+use crate::brokerage::actor::Event;
+use crate::brokerage::order::OrderStatus;
+use chrono::DateTime;
+use chrono_tz::Tz;
 use rust_decimal::Decimal;
 use std::fmt;
 
@@ -8,14 +11,21 @@ pub struct OrderCounts {
     cancelled: usize,
     filled: usize,
     rejected: usize,
+    expired: usize,
 }
 
 impl fmt::Display for OrderCounts {
     fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
-        let max = vec![self.submitted, self.cancelled, self.filled, self.rejected]
-            .into_iter()
-            .max()
-            .unwrap();
+        let max = vec![
+            self.submitted,
+            self.cancelled,
+            self.filled,
+            self.rejected,
+            self.expired,
+        ]
+        .into_iter()
+        .max()
+        .unwrap();
         let digits = f64::log10(max as f64).ceil() as usize;
         let full_digits = digits + 11;
         write!(
@@ -28,6 +38,7 @@ Submitted: {:>digits$}
 Cancelled: {:>digits$}
 Filled:    {:>digits$}
 Rejected:  {:>digits$}
+Expired:   {:>digits$}
         "#,
             "",
             "Orders",
@@ -36,6 +47,7 @@ Rejected:  {:>digits$}
             self.cancelled,
             self.filled,
             self.rejected,
+            self.expired,
             full_digits = full_digits,
             digits = digits
         )
@@ -46,8 +58,8 @@ Rejected:  {:>digits$}
 pub struct Statistics {
     order_counts: OrderCounts,
     commission_paid: Decimal,
-    equity: Vec<Decimal>,
-    event_log: Vec<Event>,
+    pub equity: Vec<(DateTime<Tz>, Decimal)>,
+    pub event_log: Vec<Event>,
 }
 
 impl Statistics {
@@ -70,12 +82,13 @@ impl Statistics {
             OrderStatus::Cancelled => self.order_counts.cancelled += 1,
             OrderStatus::Filled { .. } => self.order_counts.filled += 1,
             OrderStatus::Rejected => self.order_counts.rejected += 1,
+            OrderStatus::Expired => self.order_counts.expired += 1,
             OrderStatus::PartiallyFilled => (),
         }
     }
 
-    pub fn record_equity(&mut self, equity: Decimal) {
-        self.equity.push(equity)
+    pub fn record_equity(&mut self, datetime: DateTime<Tz>, equity: Decimal) {
+        self.equity.push((datetime, equity));
     }
 
     pub fn increase_commission(&mut self, amount: Decimal) {
@@ -83,16 +96,26 @@ impl Statistics {
     }
 
     pub fn max_drawdown(&self) -> Decimal {
+        #[derive(Default)]
+        struct State {
+            max_equity: Decimal,
+            max_drawdown: Decimal,
+        }
+
         self.equity
             .iter()
-            .fold((Decimal::ZERO, Decimal::ZERO), |mut state, equity| {
-                if equity > &state.0 {
-                    state.0 = *equity
+            .map(|(_, e)| e)
+            .fold(State::default(), |mut state, equity| {
+                if equity > &state.max_equity {
+                    state.max_equity = *equity
                 };
-                state.1 = equity / state.0 - Decimal::ONE;
+                let drawdown = equity / state.max_equity - Decimal::ONE;
+                if drawdown < state.max_drawdown {
+                    state.max_drawdown = drawdown;
+                }
                 state
             })
-            .1
+            .max_drawdown
     }
 }
 
@@ -121,14 +144,27 @@ Max:      {:>.2}
 Min:      {:>.2}
 Ending:   {:>.2}
             "#,
-            self.equity.first().unwrap().round_dp(2),
-            self.equity.iter().max().unwrap().round_dp(2),
-            self.equity.iter().min().unwrap().round_dp(2),
-            self.equity.last().unwrap().round_dp(2),
+            self.equity.first().unwrap().1.round_dp(2),
+            self.equity.iter().map(|x| x.1).max().unwrap().round_dp(2),
+            self.equity.iter().map(|x| x.1).min().unwrap().round_dp(2),
+            self.equity.last().unwrap().1.round_dp(2),
         )?;
         write!(
             f,
             r#"
+===============
+    Returns
+===============
+Total: {:>.2}%
+            "#,
+            (((self.equity.last().unwrap().1 / self.equity.first().unwrap().1) - Decimal::ONE)
+                * Decimal::new(100, 0))
+            .round_dp(2)
+        )
+        .unwrap();
+        write!(
+            f,
+            r#"
 ===============
    Drawdowns
 ===============
diff --git a/src/strategy.rs b/src/strategy.rs
index 0142de0..5f1cf74 100644
--- a/src/strategy.rs
+++ b/src/strategy.rs
@@ -1,38 +1,46 @@
-use crate::brokerage::{Brokerage, Event};
-use crate::markets::market::Market;
+use crate::brokerage::actor::Event;
+use crate::brokerage::handle::Brokerage;
+use crate::markets::handle::Market;
 
+#[async_trait::async_trait]
 #[allow(unused_variables)]
 pub trait Strategy {
     type Error;
 
-    fn initialize(&mut self) {}
-    fn before_open(
+    async fn initialize(&mut self) {}
+
+    async fn before_open(
         &mut self,
-        brokerage: &mut Brokerage,
-        market: &Market,
+        brokerage: Brokerage,
+        market: Market,
     ) -> Result<(), Self::Error> {
         Ok(())
     }
-    fn on_event(&mut self, event: Event) -> Result<(), Self::Error> {
+
+    async fn on_event(&mut self, event: Event) -> Result<(), Self::Error> {
         Ok(())
     }
-    fn at_open(&mut self, brokerage: &mut Brokerage, market: &Market) -> Result<(), Self::Error> {
+
+    async fn at_open(&mut self, brokerage: Brokerage, market: Market) -> Result<(), Self::Error> {
         Ok(())
     }
-    fn during_regular_hours(
+
+    async fn during_regular_hours(
         &mut self,
-        brokerage: &mut Brokerage,
-        market: &Market,
+        brokerage: Brokerage,
+        market: Market,
     ) -> Result<(), Self::Error> {
         Ok(())
     }
-    fn at_close(&mut self, brokerage: &mut Brokerage, market: &Market) -> Result<(), Self::Error> {
+
+    async fn at_close(&mut self, brokerage: Brokerage, market: Market) -> Result<(), Self::Error> {
         Ok(())
     }
-    fn after_close(
+
+    async fn after_close(
         &mut self,
-        brokerage: &mut Brokerage,
-        market: &Market,
+        brokerage: Brokerage,
+        market: Market,
     ) -> Result<(), Self::Error> {
         Ok(())
     }
diff --git a/src/utils/mod.rs b/src/utils/mod.rs
new file mode 100644
index 0000000..e9e0330
--- /dev/null
+++ b/src/utils/mod.rs
@@ -0,0 +1,3 @@
+pub mod nyse_calendar;
+pub mod progress;
+pub mod serde_tz;
diff --git a/src/utils/nyse_calendar.rs b/src/utils/nyse_calendar.rs
new file mode 100644
index 0000000..05dd4ae
--- /dev/null
+++ b/src/utils/nyse_calendar.rs
@@ -0,0 +1,271 @@
+use bdays::{easter::easter_naive_date, HolidayCalendar};
+use chrono::{Datelike, Duration, NaiveDate, Weekday};
+
+fn end_of_month(mut yy: i32, mut mm: u32) -> NaiveDate {
+    assert!(mm <= 12);
+
+    if mm == 12 {
+        yy += 1;
+        mm = 1;
+    } else {
+        mm += 1;
+    }
+
+    NaiveDate::from_ymd(yy, mm, 1).pred()
+}
+
+fn find_weekday_ascending(weekday: Weekday, yy: i32, mm: u32, occurrence: u32) -> NaiveDate {
+    let anchor = NaiveDate::from_ymd(yy, mm, 1);
+    let mut offset = (weekday.number_from_monday() + 7 - anchor.weekday().number_from_monday()) % 7;
+
+    if occurrence > 1 {
+        offset += 7 * (occurrence - 1);
+    }
+
+    anchor + Duration::days(offset as i64)
+}
+
+fn find_weekday_descending(weekday: Weekday, yy: i32, mm: u32, occurrence: u32) -> NaiveDate {
+    let anchor = end_of_month(yy, mm);
+    let mut offset = (anchor.weekday().number_from_monday() + 7 - weekday.number_from_monday()) % 7;
+
+    if occurrence > 1 {
+        offset += 7 * (occurrence - 1);
+    }
+
+    anchor - Duration::days(offset as i64)
+}
+
+fn find_weekday(weekday: Weekday, yy: i32, mm: u32, occurrence: u32, ascending: bool) -> NaiveDate {
+    if ascending {
+        find_weekday_ascending(weekday, yy, mm, occurrence)
+    } else {
+        find_weekday_descending(weekday, yy, mm, occurrence)
+    }
+}
+
+/// In the United States, if a holiday falls on Saturday, it's observed on the preceding Friday.
+/// If it falls on Sunday, it's observed on the next Monday.
+fn adjust_weekend_holidays_us(date: NaiveDate) -> NaiveDate {
+    match date.weekday() {
+        Weekday::Sat => date - Duration::days(1),
+        Weekday::Sun => date + Duration::days(1),
+        _ => date,
+    }
+}
+
+pub struct NyseCalendar;
+
+impl<T: Datelike + Copy + PartialOrd> HolidayCalendar<T> for NyseCalendar {
+    fn is_holiday(&self, date: T) -> bool {
+        let (yy, mm, dd) = (date.year(), date.month(), date.day());
+        let dt_naive = NaiveDate::from_ymd(yy, mm, dd);
+
+        // New Year's Day
+        if adjust_weekend_holidays_us(NaiveDate::from_ymd(yy, 1, 1)) == dt_naive {
+            return true;
+        }
+
+        // Birthday of Martin Luther King, Jr.
+        if yy >= 1998
+            && adjust_weekend_holidays_us(find_weekday(Weekday::Mon, yy, 1, 3, true)) == dt_naive
+        {
+            return true;
+        }
+
+        // Washington's Birthday
+        if adjust_weekend_holidays_us(find_weekday(Weekday::Mon, yy, 2, 3, true)) == dt_naive {
+            return true;
+        }
+
+        // Good Friday
+        let easter = easter_naive_date(yy).unwrap();
+        if (easter - Duration::days(2)) == dt_naive {
+            return true;
+        }
+
+        // Memorial Day
+        if adjust_weekend_holidays_us(find_weekday(Weekday::Mon, yy, 5, 1, false)) == dt_naive {
+            return true;
+        }
+
+        // Juneteenth
+        if yy >= 2022 && adjust_weekend_holidays_us(NaiveDate::from_ymd(yy, 6, 19)) == dt_naive {
+            return true;
+        }
+
+        // Independence Day
+        if adjust_weekend_holidays_us(NaiveDate::from_ymd(yy, 7, 4)) == dt_naive {
+            return true;
+        }
+
+        // Labor Day
+        if adjust_weekend_holidays_us(find_weekday(Weekday::Mon, yy, 9, 1, true)) == dt_naive {
+            return true;
+        }
+
+        // Thanksgiving Day
+        if adjust_weekend_holidays_us(find_weekday(Weekday::Thu, yy, 11, 4, true)) == dt_naive {
+            return true;
+        }
+
+        // Christmas
+        if adjust_weekend_holidays_us(NaiveDate::from_ymd(yy, 12, 25)) == dt_naive {
+            return true;
+        }
+
+        // Presidential election days
+        if (yy <= 1968 || (yy <= 1980 && yy % 4 == 0))
+            && mm == 11
+            && dd <= 7
+            && dt_naive.weekday() == Weekday::Tue
+        {
+            return true;
+        }
+
+        // Special closures
+        let special_closures = [
+            // George H.W. Bush's funeral
+            NaiveDate::from_ymd(2018, 12, 5),
+            // Hurrican Sandy
+            NaiveDate::from_ymd(2012, 10, 29),
+            NaiveDate::from_ymd(2012, 10, 30),
+            // President Ford's funeral
+            NaiveDate::from_ymd(2007, 1, 2),
+            // 9/11
+            NaiveDate::from_ymd(2001, 9, 11),
+            NaiveDate::from_ymd(2001, 9, 12),
+            NaiveDate::from_ymd(2001, 9, 13),
+            NaiveDate::from_ymd(2001, 9, 14),
+            // President Nixon's funeral
+            NaiveDate::from_ymd(1994, 4, 27),
+            // Hurrican Gloria
+            NaiveDate::from_ymd(1985, 9, 27),
+            // 1977 Blackout
+            NaiveDate::from_ymd(1977, 7, 14),
+            // President Johnson's funeral
+            NaiveDate::from_ymd(1973, 1, 25),
+            // President Truman's funeral
+            NaiveDate::from_ymd(1972, 12, 25),
+            // Moon landing
+            NaiveDate::from_ymd(1969, 7, 21),
+            // President Eisenhower's funeral
+            NaiveDate::from_ymd(1969, 3, 31),
+            // Heavy snow
+            NaiveDate::from_ymd(1969, 2, 10),
+            // Day after Independence day
+            NaiveDate::from_ymd(1968, 7, 5),
+            // Paperwork crisis
+            NaiveDate::from_ymd(1968, 6, 12),
+            NaiveDate::from_ymd(1968, 6, 19),
+            NaiveDate::from_ymd(1968, 6, 26),
+            NaiveDate::from_ymd(1968, 7, 3),
+            NaiveDate::from_ymd(1968, 7, 10),
+            NaiveDate::from_ymd(1968, 7, 17),
+            NaiveDate::from_ymd(1968, 7, 24),
+            NaiveDate::from_ymd(1968, 7, 31),
+            NaiveDate::from_ymd(1968, 8, 7),
+            NaiveDate::from_ymd(1968, 8, 14),
+            NaiveDate::from_ymd(1968, 8, 21),
+            NaiveDate::from_ymd(1968, 8, 28),
+            NaiveDate::from_ymd(1968, 9, 4),
+            NaiveDate::from_ymd(1968, 9, 11),
+            NaiveDate::from_ymd(1968, 9, 18),
+            NaiveDate::from_ymd(1968, 9, 25),
+            NaiveDate::from_ymd(1968, 10, 2),
+            NaiveDate::from_ymd(1968, 10, 9),
+            NaiveDate::from_ymd(1968, 10, 16),
+            NaiveDate::from_ymd(1968, 10, 23),
+            NaiveDate::from_ymd(1968, 10, 30),
+            NaiveDate::from_ymd(1968, 11, 6),
+            NaiveDate::from_ymd(1968, 11, 13),
+            NaiveDate::from_ymd(1968, 11, 20),
+            NaiveDate::from_ymd(1968, 11, 27),
+            NaiveDate::from_ymd(1968, 12, 4),
+            NaiveDate::from_ymd(1968, 12, 11),
+            NaiveDate::from_ymd(1968, 12, 18),
+            NaiveDate::from_ymd(1968, 12, 25),
+            // MLK assassination
+            NaiveDate::from_ymd(1968, 4, 9),
+            // President Kennedy's funeral
+            NaiveDate::from_ymd(1963, 11, 25),
+            // Day before Decoration day
+            NaiveDate::from_ymd(1961, 5, 29),
+            // Day after Christmas
+            NaiveDate::from_ymd(1958, 12, 26),
+            // Christmas eve
+            NaiveDate::from_ymd(1965, 12, 24),
+            NaiveDate::from_ymd(1956, 12, 24),
+            NaiveDate::from_ymd(1954, 12, 24),
+        ];
+
+        if special_closures.contains(&dt_naive) {
+            return true;
+        }
+
+        false
+    }
+}
+
+#[cfg(test)]
+mod test {
+    // https://www.nyse.com/markets/hours-calendars
+    use super::*;
+
+    const CAL: NyseCalendar = NyseCalendar;
+    lazy_static! {
+     static ref HOLIDAYS: [NaiveDate; 28] = [
+         // New Years
+         NaiveDate::from_ymd(2021, 1, 1),
+         NaiveDate::from_ymd(2023, 1, 2),
+         // MLK
+         NaiveDate::from_ymd(2021, 1, 18),
+         NaiveDate::from_ymd(2022, 1, 17),
+         NaiveDate::from_ymd(2023, 1, 16),
+         // Presidents' day
+         NaiveDate::from_ymd(2021, 2, 15),
+         NaiveDate::from_ymd(2022, 2, 21),
+         NaiveDate::from_ymd(2023, 2, 20),
+         // Good Friday
+         NaiveDate::from_ymd(2021, 4, 2),
+         NaiveDate::from_ymd(2022, 4, 15),
+         NaiveDate::from_ymd(2023, 4, 7),
+         // Memorial Day
+         NaiveDate::from_ymd(2021, 5, 31),
+         NaiveDate::from_ymd(2022, 5, 30),
+         NaiveDate::from_ymd(2023, 5, 29),
+         // Juneteenth
+         NaiveDate::from_ymd(2022, 6, 20),
+         NaiveDate::from_ymd(2023, 6, 19),
+         // Independence Day
+         NaiveDate::from_ymd(2021, 7, 5),
+         NaiveDate::from_ymd(2022, 7, 4),
+         NaiveDate::from_ymd(2023, 7, 4),
+         // Labor day
+         NaiveDate::from_ymd(2021, 9, 6),
+         NaiveDate::from_ymd(2022, 9, 5),
+         NaiveDate::from_ymd(2023, 9, 4),
+         // Thanksgiving
+         NaiveDate::from_ymd(2021, 11, 25),
+         NaiveDate::from_ymd(2022, 11, 24),
+         NaiveDate::from_ymd(2023, 11, 23),
+         // Christmas Day
+         NaiveDate::from_ymd(2021, 12, 24),
+         NaiveDate::from_ymd(2022, 12, 26),
+         NaiveDate::from_ymd(2023, 12, 25),
+     ];
+    }
+
+    #[test]
+    fn holidays() {
+        let mut date = NaiveDate::from_ymd(2021, 1, 1);
+        while date < NaiveDate::from_ymd(2024, 1, 1) {
+            if HOLIDAYS.contains(&date) {
+                assert!(CAL.is_holiday(date), "{} is not a holiday", date)
+            } else {
+                assert!(!CAL.is_holiday(date), "{} is a holiday", date)
+            }
+            date += Duration::days(1)
+        }
+    }
+}
diff --git a/src/utils/progress.rs b/src/utils/progress.rs
new file mode 100644
index 0000000..6f7d4ab
--- /dev/null
+++ b/src/utils/progress.rs
@@ -0,0 +1,8 @@
+use indicatif::{ProgressBar, ProgressStyle};
+
+pub fn progress(len: u64, message: &'static str) -> ProgressBar {
+    ProgressBar::new(len).with_message(message).with_style(
+        ProgressStyle::default_bar()
+            .template("[{elapsed_precise}] {bar} {pos:>7}/{len:7} [{eta}] {msg}"),
+    )
+}
diff --git a/src/utils/serde_tz.rs b/src/utils/serde_tz.rs
new file mode 100644
index 0000000..bb34593
--- /dev/null
+++ b/src/utils/serde_tz.rs
@@ -0,0 +1,17 @@
+use chrono::serde::ts_seconds;
+use chrono::{DateTime, Utc};
+use chrono_tz::{Tz, US::Eastern};
+use serde::{Deserializer, Serializer};
+
+pub fn deserialize<'de, D>(d: D) -> Result<DateTime<Tz>, D::Error>
+where
+    D: Deserializer<'de>,
+{
+    ts_seconds::deserialize(d).map(|res| res.with_timezone(&Eastern))
+}
+pub fn serialize<S>(dt: &DateTime<Tz>, serializer: S) -> Result<S::Ok, S::Error>
+where
+    S: Serializer,
+{
+    ts_seconds::serialize(&dt.with_timezone(&Utc), serializer)
+}