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Hi
I believe the widely approach to get the open price here is to get the open price one minute after open. However, IIRC the open price of a stock isn't the open price of the first minute, but the stock and supply value at pre-open. Does anyone know how to obtain the proper open price?
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Philip Cody Pardi
could you not schedule an event that occurs one minute after market open. and calls a function that gets your market price?
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Jared Broad
We set the opening price of bars to the official auction price for the minute/hour/daily bars. (And second, I think?) So i.e., the minute bar that arrives at 931 has the official auction open price as its opening value. Tick are the raw ticks which include the opening auction ticks.Â
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.
Yuri Lopukhov
Philip Cody Pardi there is no guarantee that the first bar of data will be processed yet, so you may not have an actual price, it is safer to wait for the first bar of the day to get opening price.
John Munro
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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