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Hello,
say I have a consolidated 5 minutes bar (or any other time frame) and these data are passed to OnData(Slice), does that mean that all the data for these five minutes are instantly available or are they passed in tick by tick and thus simulatng the live markets? In the real world you obviously don't have all the information for the next five minutes at your hand, your bar opens, it migh start going in the other direction and then continue the main trend, fluctuate a great bit between open and close prices and so on. Is this information all contained in such a time slice?
If this question sounds very basic, I think it is, because I am still quite new to algo trading.
Jared Broad
Slice represents a moment or period of time - a "time slice". Slices are emitted at the end time of the period (slice.EndTime). If you've asked for minute data it will emit at the end of the minute; with data for the trailing minute. Ticks are point values in time. If you've asked for tick data it is an instantaneous object with no period.
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Alexander Müller
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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