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Get exact time of the high/low of a consolidated TradeBar

Hi there,

Does anyone know if it is possible to get the exact time of the high/low of a consolidated TradeBar?

I am getting the price high using the following code:

_PriceHigh = data[_Symbol].High;

And I was hopping to be able to get the corresponding price high time in a string variable by using something like:

_PriceHighTime = data[_Symbol].High.Time.ToString("yyyy-MM-dd HH:mm");

But this leads to the following error: Runtime Error: 'decimal' does not contain a definition for 'Time'   (Open Stacktrace)

Any help would be welcomed. Thanks!

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Hi PI.R - you cannot get the time of the high of the bar. It is consolidated and not saved - if you need this you will need to use a lower resolution data (e.g. if minute -> second, if second -> tick etc) and build the bars yourself with Consolidators.  

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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.


Got it, thanks for the quick reply Jared!

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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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