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Hey Community!
I have a simple question for you guys. How can I get the Current Day's High while I am on the minute resolution?
I cannot use a consolidator because it takes the entire day for a bar to finish and that gives me numbers that are a day late. And using an Identity is not working for me either because I do not know how to work with them very well, especially because I am writing in Python. I cannot do .High in OnData because it is only getting the high of the current minute!
Thank you for your time and I am so appreciative of my fellow Quants
Nico Xenox
Hey Jesse Fleming,
the simplest solution would be to save the highest current price to a variable and just update the value if there is a new higher value.
This would be a very simple way, let me know if it works for your case.
Hope it helps ;)
Jesse Fleming
You are amazing. Such a brilliant and simple answer. Thank you once again, Nico. Give this guy a raise.
Jesse Fleming
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