Empty array?

lMinBar = md.bar.minute(start = service.time(7, 0) ) #= self.class.tStartTrade)
print lMinBar.close

Why would the close array be empty , if this was started at 9:30am ?

In CQ I have a start time of 9:25, does that imply it will truncate historical min bars before 9:25 ? Not seeing any data in fwd test either.

Answers

  • lb436370lb436370 Posts: 1

    bar.minute() is a function. include_extended is a parameter, like today_only.

    Also, if you are going to get bars on a regular basis, you will want to do it in on_minute_bar() and not in something like on_trade. Bars are formed not forming. Forming data is in md.L1.

    https://app.cloudquant.com/#/glossary/134

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