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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.
The text was updated successfully, but these errors were encountered:
Feature Request
The
DataEngineConfig.time_bars_timestamp_on_close
flag currently influencests_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.The text was updated successfully, but these errors were encountered: