Tick Data Price


if this is an easy one or documented somewhere, then I am sorry but I haven't found it (yet). The question is very simple: Is it possible to get the price of a tick? When a tick happens, it happens at a certain price level, how can I get this price?

Update Backtest

Hi Alexander, if you set the resolution to be Resolution.Tick, in OnData(self, data), data[symbol] will return a list of tick objects within one second. You could get the tick price by using the Price property of tick object.

def Initialize(self):
self.AddEquity("AAPL", Resolution.Tick)

def OnData(self, data):
if data["AAPL"] is None: return
for i in data["AAPL"]:
tick_price = i.Price

Update Backtest


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.


This discussion is closed