Hello,
I would like to know how to get the current price of a security. For example, how can I get the price at any given time of SPY so that I can place an order at another specific price. I tried this but it didn't work:
def OnData(self, data):
if data["SPY"].Price == 332.20:
self.SetHoldings ("SPY", 1)
Any help would be highly appreciated!
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Hi Marvin,
You can get the current price of the security from the slice data. We can access the bar data for a security using
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def OnData(self, data):
if not data.Bars.ContainsKey("SPY"):
return
bar = data.Bars["SPY"]
close = bar.CloseHowever sometimes a security's bar data for the latest slice data may be missing. If it the bar data missing, the price data will be fill forward. We can access the most recent accurate price data with
close = self.Securities["SPY"].CloseBest
Rahul
Thank you Rahul!
How can I implement this code into the following format?:
1. If the price of SPY is $320, then set holdings for SPY.
Marvin Montoya - The documentation for creating orders can be found at
https://www.quantconnect.com/docs/algorithm-reference/trading-and-orders.Equally - there are also BootCamp tutorials that will guide you through many of the core bits of functionality within QuantConnect which can be found at https://www.quantconnect.com/blog/get-started-with-quantconnects-boot-camp/
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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