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Hi all,
I am generating minute trade bars of Taiwan's historical stock prices for LEAN. In the documents:
https://github.com/QuantConnect/Lean/tree/master/Data/equity#hour-and-daily-file-format
it said the first column is Time - Milliseconds since midnight in the timezone of the data format. But it didn't said whether I should use start or end time of the bar.
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Fred Painchaud
Hi 謝永德!
😊
The time referenced in History is the EndTime.
See
Cheers,
Fred
謝永德
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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