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I am brand new to QuantConnect and I can't figure out what are the exact lines of code to consolidate Stock Ticks into Five Minute Bars. I have spent days on this and it seems I am no further advanced. However I am sure it is very simple.
So for example, a trade logic with InteractiveBrokers as a broker can check whether a condition is met at least 4 times per second ( I think they generate a tick every 250ms or 300ms). You would have this trade logic in the QuantConnect OnData.
I struggle with what lines of codes to use in the QuantConnect Initialize portion for the consolidation. Thank you kindly.
Louis Szeto
Hi Paul
Check out this doc for consolidating ticks into fix time period bar.
Best
Louis
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Paul Jourdain
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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