Share New Research 
When looking at IBaseDataBar to get OHLC values, I noticed that the values there differ from the Bid/Ask OHLC. How are these properties derived?
For example, if I look at ((QuoteBar)myDataBarInstance).Ask.Low and ((QuoteBar)myDataBarInstance).Bid.Low they are both different from myDataBarInstance.Low.
Below is a dump of the instance of the particular bar that I am looking at.
{GBPUSD: Bid: O: 1.36088 Bid: H: 1.361 Bid: L: 1.36059 Bid: C: 1.36081 Ask: O: 1.36148 Ask: H: 1.36158 Ask: L: 1.36083 Ask: C: 1.361 }
Ask: {O: 1.36148 H: 1.36158 L: 1.36083 C: 1.361}
Bid: {O: 1.36088 H: 1.361 L: 1.36059 C: 1.36081}
Close: 1.360905
DataType: QuoteBar
EndTime: {1/19/2022 7:00:00 PM}
High: 1.36129
IsFillForward: false
LastAskSize: 0
LastBidSize: 0
Low: 1.36071
Open: 1.36118
Period: {01:00:00}
Price: 1.360905
Symbol: {GBPUSD}
Time: {1/19/2022 6:00:00 PM}
Value: 1.360905
Louis Szeto
Hi Midaroh
They were trade data.
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.
Midaroh
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!