Is it 9:29am?
It can run for up to 5 minutes, so it'll be earlier. It kinda doesn't matter, so long as data from the prior day are available. Why do you need to know exactly when it runs?
@ John
Trying adding this little snippet of code to the start of your before_trading_start function (also remember to "import datetime" in the start of the algo. It will print the time the function is called to the logs.
def before_trading_start:
current_time = get_datetime('US/Eastern')
print current_time
Here is that idea in an example algo....seems like the function is being called at 7:00 P.M. Eastern Time. Not sure if this is the case in live trading, but a good starting point nonetheless
The question is relevant for the simulation in backtesting and in live trading. before_trading_start runs at 8:45 AM ET. It is relevant as one of the purposes of the function is access external data sources. Only records dated with a timestamp prior to 8:45am ET for that particular day are included. If a record arrives at 8:46, it is not available.
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No problem! Thanks for your participation in the community.
Disclaimer
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.