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Data/Memory Issues - Minute/Tick Resolution

Hi,

I am very new to Quant Connect. So apologies if this sounds stupid. I am trying to use second/tick data to backtest my strategy (the algo is sensitive to small price moves and hence i cannot use minute closes; the backtest does not match real results in that case). However, when i try to view the data (at a 15 min frequency here) through the debug command, it seems like all the prices for 11th April 2016 are the same (1.14105) which should not be the case as it was a Monday and the market was open. Other dates seem to be working fine. I cant seem to attach the screenshots here unfortunately but have attached the code. In addition, I am also getting a runtime error saying that the maximum memory has been exceeded (I am just running a week of second level data). Can someone kindly point me to what I am doing wrong here.

Thanks.
Update Backtest








Hey @Arpan! Some pretty intense code for a beginner! Nice work :) I think you'd be much better off using RollingWindow objects -- these handle all the buffer / memory management for you and leave you to focus on simply using the data.

The data processors are always catching up so in general all recent data isn't quite as reliable as +1 week back but the 11th should catch up today.
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Update Backtest





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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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