QuantConnect / Documentation

QuantConnect Wiki Style Documentation Behind QuantConnect
https://www.quantconnect.com/docs/v2/
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Setting Properties of Custom Data #1513

Closed AlexCatarino closed 4 months ago

AlexCatarino commented 11 months ago

Expected Behavior

Streaming Data > Key Concepts has an H3, "Properties", teaching how to set the symbol properties and the market hours:

properties = SymbolProperties("Bitcoin", "USD", 1, 0.01, 0.01, "BTC")
exchangeHours = self.MarketHoursDatabase.GetEntry(Market.Binance, "BTCUSDT", SecurityType.Crypto).ExchangeHours
self.custom_data_symbol = self.AddData(Bitstamp, "BTC").Symbol

The default exchange hours is always open. It misses the holidays, and doesn't know when the market opens/closes. If we have a custom data for equity, it's desirable to add matching exchange hours.

Actual Behavior

Not documented.

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