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Hi,
Is it possible with backtesting to get filled intrabar rather then OHLC?
Thanks,
Enda
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Douglas Stridsberg
You can only get filled at a time when data is incoming. If you've subscribed to Daily data, you can only get filled at the beginning/end of a Daily bar. Likewise for Hourly, Minute and Second.
Depending on what your order criteria are, you may need to increase your data resolution - potentially up to Tick level.
Hi Douglas,
Thanks for reaching out. Can you tell me how to increase the data resolution?
Thanks,
Enda
Douglas Stridsberg
Depends on how you've subscribed to your asset. Please see the relevant page in the documentation for more information.
Link Liang
Hi E,
We provide tick, second, minute, hour and daily resolutions in general. For the resolution avaibility for the specific data you want to use, you could check by our data explorer.
Moreover, if you want to use customized resolution (for example, 5 min bar, 7 day bar, etc), we could achive that by data consolidation. Here is our documentation page for more information.
To declare the resolution to use, we put in resolution argument when we add security. Here is an example to subscribe minute level resolution for "SPY" data:
AddEquity("SPY", Resolution.Minute)To get more familiar to our platform, I recommand to start with our bootcamp. You could learn some basic usage of our API including resolution settings.
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