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What does the timestamp mean?

I tried to print out the first available price for each day.

# Put any initialization logic here.  The context object will be passed to  
# the other methods in your algorithm.  
from pytz import timezone

def initialize(context):  
    context.prev_day = {"day":0}

# Will be called on every trade event for the securities you specify.  
def handle_data(context, data):  
    exchange_time = get_datetime().astimezone(timezone('US/Eastern'))  
    if != context.prev_day["day"]:   
        context.prev_day["day"] =  
        order(sid(19656), 100)

the log shows this:

2007-01-03handle_data:12INFO2007-01-03 09:34:00-05:00
2007-01-04handle_data:12INFO2007-01-04 09:33:00-05:00
2007-01-05handle_data:12INFO2007-01-05 09:31:00-05:00

My question is how to understand the minute range given here 09:31:00-05:00. Also, why is that not every date starts at 9:30 or 9:31? Thanks

1 response

That's not a range, it's a timezone. "-05:00" means five hours behind UTC.

We only call handle_data for minutes when there were trades for one or more of the stocks in your universe. If you use illiquid stocks in your algorithm, handle_data won't be called every minute. If you want it to be, you can include a reference in your algorithm to a very liquid SID, e.g., SPY.


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