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We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.


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Stephen left a comment in the discussion Weekly Data Consolidator (How to Start at the beginning of the Wk or Month)

I've not tested this but it appears you can use the enum:  CalendarType.Weekly

5 years ago

Stephen left a comment in the discussion Weekly Data Consolidator (How to Start at the beginning of the Wk or Month)

I've not tested this but it appears you can use the enum:  CalendarType.Weekly

5 years ago