I am live trading hourly data with the Fundamentals Universe. I recently (within the last 2 weeks) noticed the OnData() method is receiving multiple slices per hour (it previously only received one). It appears that all of the data from the Fundamentals() method is covered with the multiple slices going into OnData() for any particular hour.
Is there any reason that the data is now coming in separate slices rather than all at once?
Is there a way to force the data to come in as one slice?
Universe Settings
self.UniverseSettings.Resolution = Resolution.Hour #takes in hourly data
self.AddUniverse(self.Fundamentals) #set universe
Logging of OnData() Triggering
*RAM constraints required monitoring of RAM usage.
Jared Broad
Can you please send in a live support ticket so we can review the logs and debug?
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Ethan Hammond
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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