Hi,

I have found many posts discussing how to capture the opening price for a stock at daily or minute resolution (using scheduled events, or Open of daily bar) but didn't really find anything when dealing with tick data.

The way I am doing it right now is by using the following:

if (tick.Time.TimeOfDay < new TimeSpan(9, 30, 00) || new TimeSpan(16, 00, 00) <= tick.Time.TimeOfDay)

{
    if (tick.TickType != TickType.Trade)
    {
        dayOpen = tick.Price;
    }
}

But I find that in some instances I capture different prices (I am running LEAN on 2 Interactive Brokers account: paper and live).

Which brings me to the following question, which time is LEAN/QC using? Is it using the datafeed's time or the computer's time?

I am going to run a 2nd paper instance on a QC server using the standard datafeed. In this instance, which time is QC using? And if using the computer's time, how are the clocks synchronised?

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