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Universe and Ondata run time

Hi all,

I was wondering at what time in the trading day are the different algoryithm steps running?
From what I understood through the community posts, `universes` by default runs at midnight Eastern time. 
While `OnData` should run as soon as there is data available, meaning during pre-market at 4:00am Eastern time.
Here are my questions:

  • The `Time` method returns time based on New York timezone?
  • Are `Coarse Universes` called at midnight by default?
  • Is the `Price` in coarse universe equivalent to the last 'close' (if universe is called at midnight)?
  • Is `OnData` called as soon as there is data available (4am ET.)?
Many thanks,
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By default, the algorithm and equity data timezone is NY. You can change the algorithm timezone if you want to:

# In Initialize
SetTimeZone(NodaTime.DateTimeZone.Utc); // Sets to UTC

Coarse Universe selection is the built-in universe data provided by QuantConnect. We set it up to be called at midnight.

Yes, Price in coarse fundamental is the closing value (note, it is not the price at bell, it includes extended market data).

The securities added to the universe without extended market, therefore the first OnData event of the day is fired at 9:31 am NYT (if data resolution is Minute: UniverseSettings.Resolution = Resolution.Minute).

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Thank you, very clear answer!

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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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