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Hi all,
I was wondering at what time in the trading day are the different algoryithm steps running?
From what I understood through the community posts, `universes` by default runs at midnight Eastern time.
While `OnData` should run as soon as there is data available, meaning during pre-market at 4:00am Eastern time.
Here are my questions:
- The `Time` method returns time based on New York timezone?
- Are `Coarse Universes` called at midnight by default?
- Is the `Price` in coarse universe equivalent to the last 'close' (if universe is called at midnight)?
- Is `OnData` called as soon as there is data available (4am ET.)?
Alexandre Catarino
By default, the algorithm and equity data timezone is NY. You can change the algorithm timezone if you want to:
# In Initialize SetTimeZone(NodaTime.DateTimeZone.Utc); // Sets to UTCCoarse Universe selection is the built-in universe data provided by QuantConnect. We set it up to be called at midnight.
Yes, Price in coarse fundamental is the closing value (note, it is not the price at bell, it includes extended market data).
The securities added to the universe without extended market, therefore the first OnData event of the day is fired at 9:31 am NYT (if data resolution is Minute: UniverseSettings.Resolution = Resolution.Minute).
Sylvain Zenatti
Thank you, very clear answer!
Sylvain Zenatti
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