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We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.


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Felix started the discussion Hard-to-read code window

hi guys, this has probably been solved but when I see how sometimes the code is clean and other...

3 years ago

Felix started the discussion Time Frontier Confusion

I logged some data on the SPY wanting to see when the OHLC prices were emitted to the algo.

3 years ago

Felix started the discussion Data Normalization in History Call and other History Q's

I'd like to observe some data in a research notebook.  When setting the Data Normalization to...

3 years ago

Felix left a comment in the discussion Time Frontier Confusion

Nevermind, I understand this now. The Midnight data is actually the bar from the previous day and...

3 years ago

Felix left a comment in the discussion Time Frontier Confusion

Now I'm even more confused, particularly with these results if logging timestamp and price at EOD:

3 years ago

Felix started the discussion Hard-to-read code window

hi guys, this has probably been solved but when I see how sometimes the code is clean and other...

3 years ago

Felix started the discussion Time Frontier Confusion

I logged some data on the SPY wanting to see when the OHLC prices were emitted to the algo.

3 years ago

Felix started the discussion Data Normalization in History Call and other History Q's

I'd like to observe some data in a research notebook.  When setting the Data Normalization to...

3 years ago

Felix left a comment in the discussion Time Frontier Confusion

Nevermind, I understand this now. The Midnight data is actually the bar from the previous day and...

3 years ago

Felix left a comment in the discussion Time Frontier Confusion

Now I'm even more confused, particularly with these results if logging timestamp and price at EOD:

3 years ago