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.)?