In my experience EndOfDay – trading means that at 4pm (end of day) indicators are updated, current stock values are used to execute trade logic to determine orders and then orders are sent  to the exchange. But I cannot achieve this behavior with QuantConnect. What I can see is that when using minute data OnData() is executed every minute from 9:30 until 4pm and EndofDay() is executed at 11:58pm. I have no idea when the indicator is updated?

To use minute data helps to understand intrabar behaviour when using limit orders. How can I achieve using minute data the intended behavior? The goal: updating indicators at 4 pm, executing order logic and issuing the order.

When using daily data (var equity = AddEquity(_spy, Resolution.Daily) then OnData is excuted at 12:00 pm and OnEndOfDay() at 11:58 PM. I don‘t know when the indicator is updated. ??

My question:

What is the best way using minute data that at 4pm (or 10 minutes before)  the following activities take place:

  • indicators are updated
  • trade logic is executed
  • orders are issued