nautilus_trader
nautilus_trader copied to clipboard
Expand timestamp_on_close flag use to all bar types
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.
Hi, can I work on this?
Hi, can I work on this?
Hi @NextThread, that will be very helpful.