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Slice.Time

What does Slice.Time method return ?

The opening time of the slice data or the closing time ?

Best,
Adrien

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Good question! Its actually the instantaneous time; and same as the algorithm time. 

Slice is an event of an instantaneous moment (point value) so doesn't have a period. It holds data with a large variety of periods - so there is no one end time for the slice object itself.

https://github.com/QuantConnect/Lean/blob/master/Engine/DataFeeds/TimeSlice.cs#L277
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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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