> " + tick.Price + " " + Portfolio["BTCUS..."> > " + tick.Price + " " + Portfolio["BTCUS..."> Tick transaction time by Beyond - QuantConnect.com
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Tick transaction time

Why do I get different time from Time and tick.Time (tick.EndTime)?

foreach (var tick in data["BTCUSD"])
{
Debug("Tick: " + Time + " " + tick.Time + " >> " + tick.Price + " " + Portfolio["BTCUSD"].Price);
}

I'm getting the following outputs from the above code:

Tick: 6/29/2018 12:00:04 AM 6/29/2018 4:00:04 AM >> 5878.8 5878.8

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The reason that the algorithm's time and the tick's time is different is due to the time zone difference. The tick's time is the time on the asset exchange, while the algorithm's time defaults to New York's time zone. To check if the tick is actually at the same time try comparing the tick time (GDAX's timezone is UTC) with self.UtcTime - and it will be the same. You can see this in the logs of the backtest below:

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Thank you very much Gurumeher!

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Update Backtest





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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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