Current OHLC Prices

Hi there, 

I am trying to get the current 'Open', 'High', 'Low', 'Close' prices.

I tried implementing the below code in onData function.

price = data["EURUSD"].Price

Any idea what does the price refers to and how exactly can i get the OHLC prices for the current day? 

Thanks in advance

Update Backtest

Forex has quote bar data with bid and ask price. You need to specify the bid or ask price of OHLC. For example

de OnData(self, data):
     bid_open = data[symbol].Bid.Open
     ask_low = data[symbol].Ask.Low
# the mid price of bid close and ask close
close = data[symbol].Close
# this is also the close price
price = data[symbol].Price

The formula is 

data[symbol].Close  = (data[symbol].Bid.Close + data[symbol].Ask.Close) * 0.5

data[symbol].Close = data[symbol].Price


Thank you so much!


Update Backtest


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