On your below comments, I would like to know how much does it cost for the transaction/exchange and other charges? Please let me know charges for executing 400 trades per day ?
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I am creating live 1Min candles for over 400 instruments daily, from tick data. The tick data processing takes just few micro seconds. And the candles are ready to be used anywhere in my code. If you use python effectively at data structure level, you will be able to make it. No latency no overheads. Give it a try, go deeper into it, you will find a solution that suits your requirement. Stay away from "easy to use" but "resource intensive" libraries and features.
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October 2018