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OnData(Slice s) event trigger granularity

Hi All,

Using Slice is a new feature for me.
I know that it may have ticks, minutes data, end of day data, Quandl symbols and etc.
My question is:
how often does this event trigger - end of minute, on end of day or something different ?
Thanks
Nik
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It triggers at each time step/slice that you've requested, I'm rewriting the documentation now but for example --

If the algorithm has daily data & minute equity data fill-forward slice triggers at:
> Midnight for daily data
> Minute data 9.30 to 4pm

If the algorithm has equity hourly ff & tick data slice triggers at:
> Hourly 10am-4pm
> Also on each tick

If two symbols happen to trigger at the same time they'll both go into the same time slice! This way you could request 10 Quandl symbols and get 1 event.
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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.


Update Backtest





0

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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