I am attempting to get the daily candle some time after market close and before market open.
I have tried a variation of Tony Shacklock's solution from the post linked below, where I modified the time to a little after midnight to account for the fact that the price data for the daily bar is not available until midnight:
https://www.quantconnect.com/forum/discussion/5244/daily-quotebar-consolidator-with-different-close-time/p1I have also tried to simply output the Daily resolution OHLC from OnData.
When I compare the log outputs from both of the above attempts with other charting tools, the OHLC price points are different across the board.
What is the best way to trigger analysis and conduct swing trade positions after market close and before market open? Is it possible to get candle data to match other charting tools?
James Candan
Got it.
Once I switched to DataNormalizationMode.Raw, I was able to get Daily resolution with OnData to match much more closely with the charting tool I was using.
Derek Melchin
Hi James,
Sometimes the timestamps given to daily bars can be off by 1 day between different platforms. Refer to our Understanding Time documentation for more information.
Best,
Derek Melchin
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James Candan
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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