I have below code in on_Data event.
for symbol in latest_data.Bars.Keys:So when I execute call below code, will it get latest/last bar data ?
current_price = self.algorithm.Securities[symbol].PriceQUANTCONNECT COMMUNITY
I have below code in on_Data event.
for symbol in latest_data.Bars.Keys:So when I execute call below code, will it get latest/last bar data ?
current_price = self.algorithm.Securities[symbol].PriceThe 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.
Mia Alissi
Yes, the code
current_price = self.algorithm.Securities[symbol].Pricewill get the latest price of the security. Theself.Securities[symbol].Priceis automatically set and represents the most recent price of the security.However, please note that the
Priceproperty of a security object represents the latest price, which could be the trade bar's closing price or the latest tick price, depending on the resolution of your data.Here is an example of how you can use it:
In this example,
current_pricewill hold the latest price for the "SPY" security.Sources:
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.
Dharmesh Khalasi
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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