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Lean
Algorithm.Python
BasicTemplateOptionsConsolidationAlgorithm.py
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Commits on Mar 8, 2019
Added back ticker to force scheduled data event on trading day; added second data handler for trade bars
simonsonjack
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0f2e62a
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Commits on Mar 1, 2019
Cosmetic change to erase any confusion that the bar being handled in the consolidator is able to be either a TradeBar or a QuoteBar
simonsonjack
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289e4e5
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Commits on Feb 1, 2019
Final tweaks
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simonsonjack
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Commits on Jan 31, 2019
Futures consolidator algorithm changes, new basic template algorithm for options consolidators
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simonsonjack
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