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Why the trade time is Tuesday to Saturday?

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I think what happens when you use daily bars is that you get the OnData callback at the midnight after the bar is available, since it's midnight between Friday and Saturday for the Friday bar. The order is a market on open which means the trade will take place Monday morning at the opening price.

Overall, results with daily bars can be a bit surprising and I usually find it easier to work with hour or minute bars as the resolution of the asset - if I need daily I manually convert to daily bars from the higher resolution (Lean has built in support for this via bar consolidators).

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