QuantConnect / QuantConnect/Lean
Add Setting to Configure Live Feed Bar Release Delay
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- Dominant language
- C#
- Stars
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- 2d 22h
- Merged PRs (30d)
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Description
Expected Behavior
Users can choose the allowable latency of bar releases, to balance between perfectness of the bars, vs latency on the bar release.
Actual Behavior
Release delays hard coded.
Minute bars may not line up with third party sites that are displaying historical theoretical values not live bar aggregations.
Potential Solution
Add a dictionary of AllowableLatency<Resolution, int> setting to AlgorithmSettings and respect it.
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 locating AlgorithmSettings and the code where live feed bars use hard-coded release delays. Trace how resolution-specific latency should affect bar releases, then verify that the configured values are respected and that bars align with the intended live-feed behavior.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- csharp
- Domain
- data-engineering
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 45/100