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The OnEndOfDayEvent works correctly in back testing allowing you to close out your positions at the end of day. In Live Trading this event does not fire 10 minutes before market close as documented. This is problematic when trying to code a day trading strategy. I watched algorithem from 3:50pm EST to 3:58pm EST and it did not close out positions. I had to do it manually on brokerage. Has the functionality of that callback changed since last documented or is this a bug?
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Elliot Swart
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