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If I use Consolidators to get higher timeframes of the Resolution, do I get the last TradeBar in the handler only after it closes or can I get updates on the current TradeBar prices while it has not closed yet? Thanks
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Alexandre Catarino
Yes, the TradeBarConsolidator object has a WorkingData attribute:
def Initialize(self): self.tradeBarConsolidator = TradeBarConsolidator(timedelta(minutes=30)) self.SubscriptionManager.AddConsolidator("SPY", self.tradeBarConsolidator) def OnData(self, slice): working = self.tradeBarConsolidator.WorkingData if working is not None: self.Log(working.Close)Please note thta we need to check for None, before we access its attributes.
Eloi Hernández
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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