Hello all,
Is anyone aware of what a call to data.current( equity, 'price') in a live (paper trading) algorithm is returning?
Is it bid price? Ask price? Last sale price? or something else?
Thank you
Hello all,
Is anyone aware of what a call to data.current( equity, 'price') in a live (paper trading) algorithm is returning?
Is it bid price? Ask price? Last sale price? or something else?
Thank you
This is the description from the Quantopian documentation https://www.quantopian.com/help#api-data-current .
'price' returns the last known close price of the asset. If there is no last known value (either because the asset has never traded, or because it has delisted) NaN is returned. If a value is found, and we had to cross an adjustment boundary (split, dividend, etc) to get it, the value is adjusted before being returned. 'price' is always forward-filled.