QuantConnect / QuantConnect/Lean
Daily History Requests Include Partial Bars
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Nobody has claimed this yet.
feature
- Dominant language
- C#
- Stars
- 21.7k
- Forks
- 5.3k
- Avg merge
- 2d 22h
- Merged PRs (30d)
- 34
Description
Expected Behavior
Able to get partial bars for intraday requests for daily bars.
Actual Behavior
History daily/hourly bars request up to the last whole bar.
Potential Solution
A configuration/setting which includes and builds the final partial bar.
Reproducing the Problem
Make a history request at 3.55pm.
Checklist
- I have completely filled out this template
- I have confirmed that this issue exists on the current
masterbranch - I have confirmed that this is not a duplicate issue by searching issues
Contributor guide
First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start by tracing the history request behavior for daily and hourly bars, then reproduce the issue with a request made at 3:55pm. Done means an available configuration or setting includes and builds the final partial bar for intraday daily-bar requests.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- data
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100