If I am getting a TradeBar in OnData is there a method to know what time the bar is for? (i.e. see if it is 9:30:00 or 9:32:00)
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How to get the timestamp of a TradeBar received in OnData in QuantConnect?
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Get time that a Bar was send in OnData?
Jordan Bakke | November 2018
If I am getting a TradeBar in OnData is there a method to know what time the bar is for? (i.e. see if it is 9:30:00 or 9:32:00)
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Alexandre Catarino
Please check out the docs, under Handling Data section. There you will see the TradeBar object members/attributes.
The time of a bar is TradeBar.EndTime:
def OnData(self, slice): time = slice['SPY'].EndTime open_time = slice['SPY'].Time
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