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Hi,
I fetch custom data from providers, it works, but right now the custom data subscription is always set to OpenAllDay. I want to set the subscription to lookup data based on market hours database.
I've created a new market and updated market hours database, but Lean is ignoring that. Why would lean ignore that? Is it because the security is of type SecurityType.Base?
My database hours, was enriched like this:
"Base-volumedata-[*]": {
"dataTimeZone": "UTC",
"exchangeTimeZone": "Australia/Sydney",
"sunday": [
{
"start": "17:10:00",
"end": "1.00:00:00",
"state": "market"
}
],
"monday": [
{
"start": "00:00:00",
"end": "08:00:00",
"state": "market"
},
{
"start": "09:50:00",
"end": "16:30:00",
"state": "market"
},
{
"start": "17:10:00",
"end": "1.00:00:00",
"state": "market"
}
],
"tuesday": [
{
"start": "00:00:00",
"end": "08:00:00",
"state": "market"
},
{
"start": "09:50:00",
"end": "16:30:00",
"state": "market"
},
{
"start": "17:10:00",
"end": "1.00:00:00",
"state": "market"
}
],
"wednesday": [
{
"start": "00:00:00",
"end": "08:00:00",
"state": "market"
},
{
"start": "09:50:00",
"end": "16:30:00",
"state": "market"
},
{
"start": "17:10:00",
"end": "1.00:00:00",
"state": "market"
}
],
"thursday": [
{
"start": "00:00:00",
"end": "08:00:00",
"state": "market"
},
{
"start": "09:50:00",
"end": "16:30:00",
"state": "market"
},
{
"start": "17:10:00",
"end": "1.00:00:00",
"state": "market"
}
],
"friday": [
{
"start": "00:00:00",
"end": "08:00:00",
"state": "market"
},
{
"start": "09:50:00",
"end": "16:30:00",
"state": "market"
}
],
...
Erik Bengtson
never mind, it works. It was a typo in the market name.
Erik Bengtson
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