Hi,
When I try to run my code withÂ
resolution = Resolution.Minute
I get:
Runtime Error: 'VX XMVZF6ORDFXL' wasn't found in the TradeBars object, likely because there was no-data at this moment in time and it wasn't possible to fillforward historical data. Please check the data exists before accessing it with data.ContainsKey("VX XMVZF6ORDFXL") in DataDictionary.cs:line 228
It works for lower resolution such as hour day etc. Any idea how I can make this work with resolution = Resolution.Minute?
Pablo
My current solution is to add
 If somebody has another solution I would be interested to know about it.
Cheers
Louis Szeto
Hi Pablo
Not all contracts have trades in every minute, so in minute resolution data, there might be no TradeBar object of a particular symbol. So if your trading logic is based on the last trade's price, it could be subjected to a big slippage or outdated signal. It is recommended to use MidPrice of quotes for timely accurate signal:
Check the docs for time slices property.
Best
Louis
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.
Pablo
Thanks a lot!
Pablo
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.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!