Hi what's the difference betwen the following? I have the first in my code which seems to return a price. The second is from a tutorial.
data.Bars["EURUSD"].Close
data["EURUSD"].Ask.Close
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Hi what's the difference betwen the following? I have the first in my code which seems to return a price. The second is from a tutorial.
data.Bars["EURUSD"].Close
data["EURUSD"].Ask.Close
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Derek Melchin
Hi Dat,
The former returns the last traded price of a TradeBar. The latter returns the last price on the ask of a QuoteBar.
Best,
Derek Melchin
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.
Adam W
Also, FX typically uses quote data so you have separate Bid/Ask prices. The first one, data.Bars['EURUSD'].Close is typically (and on LEAN) set as the mid-point (median) between Bid Close and Ask Close.
Dat En
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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