Self.Securities["Ticker"].Price vs the data["Ticker"].Price

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The title says it all. What is the difference between them? Note that data is the data in the onData event handler method.

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My understanding is when OnData is called with the latest data, this very latest data is then assigned to the self.Securities["Ticker"], so that when you call self.Securities["Ticker"].Close/Volume/Open etc, it references the latest data from the most recent OnData (dependent on your Resolution).

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For most applications there should be no difference but as JJ mentioned it depends on how you are building an algorithm. Please post some example code for better assistance. 

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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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