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Why would this code produce "TypeError: Unindexable Object"?
#in init:
self.AddForex("EURUSD", Resolution.Second, Market.Oanda)
self.Consolidate("EURUSD", timedelta(seconds=20), self.OnDataConsolidated)
#in functions:
def OnData(self, data):
pass
def OnDataConsolidated(self, dataConsolidated):
self.bid = dataConsolidated["EURUSD"].Bid.Close #this causes Unindexable error
I am using the simple one line helper method self.Consolidate() as per the documentation page. Perhaps I am unsure how to get the price data from the consolidator?
Adam W
The data that is passed to the consolidator is a TradeBar object (typically), so you do not need to slice it by 'EURUSD' again.
LE
Thanks Adam! In that case how would I get the close price of EURUSD for the consolidated period? Also wouldn't the data be in quotebar format for forex?
Adam W
Right - it should be a QuoteBar since this was for forex. To access the close price, you would just do it without the slicing (dataConsolidated.Close or dataConsolidated.Bid.Close if you want the bid close).
Note that the data passed into OnData is a DataDictionary object that you can slice by symbol, whereas here dataConsolidated refers specifically to EURUSD so slicing it throws the error. If you decide to also consolidate more than one symbol, you'd want to register multiple consolidators for each symbol. Take a look at this example here.
LE
I see! That makes sense, that it's already sliced by symbol. Thanks for the explanation, appreciate the help!
LE
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