I noticed recently while running a live algo on the 24th Dec 2018 that the BeforeMarketClose method didn't fire the event before the early close.
The live algorithm uses the following event schedule to fire a market pre-close event 5 minutes before the market close using
.EveryDay(UnderlyingSymbolName)
.BeforeMarketClose(UnderlyingSymbolName, minuteBeforeClose: preCloseInMinutes)
.Run(MarketPreCloseHandler); Underlying symbol name was QQQ.But as the 24th was an early close day of 1pm EST for the NYSE/NASDAQ, I expected the scheduled eventto fire 5 minutes before 1pm and not 5 minutes before the normal market close of 4pm.But instead this event fired at 5 minutes before 4pm when the market was closed.
Is this method supposed to support early market close?
Thanks,E.
Michael Manus
yes it will
Ernest Shaggleford
OK - thanks.
Ernest Shaggleford
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!