Duane Webber

Quant

More

Organizations

DW a
Duane Webber
Created May 6, 2020

Activity

Duane left a comment on Creating ticks from bars/Begnning/End of day execu...

"Got it.  I'm not yet familiar with LEAN's capabilities and other platforms prevent the ..."

Go to Discussion

6 years ago

6 years ago


Duane left a comment on Creating ticks from bars/Begnning/End of day execu...

"@Jared, Conceptually, how can this be done with a few lines of code, or any number of lines of code,..."

Go to Discussion

6 years ago

6 years ago


Duane left a comment on Creating ticks from bars/Begnning/End of day execu...

"@Jared, any thoughts on my question in my last post?Thanks."

Go to Discussion

6 years ago

6 years ago


Duane left a comment on Creating ticks from bars/Begnning/End of day execu...

"@Stefano, I plan to run locally, so your solution will work but if possible, I would like to av..."

Go to Discussion

6 years ago

6 years ago


Duane left a comment on Creating ticks from bars/Begnning/End of day execu...

"I believe we are talking about different things.  For example, can OnData execute a fill o..."

Go to Discussion

6 years ago

6 years ago