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Expand timestamp_on_close Flag Use to All Bar Types #1501

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rsmb7z opened this issue Feb 16, 2024 · 0 comments
Open

Expand timestamp_on_close Flag Use to All Bar Types #1501

rsmb7z opened this issue Feb 16, 2024 · 0 comments
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enhancement New feature or request

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@rsmb7z
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rsmb7z commented Feb 16, 2024

Feature Request

The DataEngineConfig.time_bars_timestamp_on_close flag currently influences ts_event timestamp settings for time aggregated bars by selecting the Bar open time, yet this feature is not available for Tick, Volume, and Price Bars. Expanding this flag's applicability to these additional bar types would provide a cohesive and flexible framework for timestamp management across all bar aggregations, significantly improving data analysis consistency. Consideration for renaming the flag to better reflect its expanded functionality is also recommended.

@rsmb7z rsmb7z added the enhancement New feature or request label Feb 16, 2024
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