Keep track of raw market data as extracted from the exchange. On this page: Begin, End, Begin Rate, and End Rate.

Market data refers to information that comes straight from the market, whitout further processing. This usually refers to dates and rates, which is the information directly sourced from the exchange.

Begin

Begin is the datetime at the moment the object represented by the parent node began to exist.

In the context of a candle, it is the datetime of the open of the candle as provided by the exchange.

End

End is the datetime on which the object represented by the parent node ceased to exist. In case the object has not been closed yet, it is the datetime at the moment of evaluation.

In the context of a candle, it is the datetime of the close of the candle as provided by the exchange.

In every other context, the datetime is given by the datetime of the moment of evaluation. When evaluating a point in time in which the object remains open, end stores the datetime of that moment, because the object existed until that point in time when the value was last being updated. Once the object is closed, the end value is not modified again.

Begin Rate

Begin rate is the close rate of the candle corresponding to the datetime of the begin property.

In the context of a strategy, it is the close rate of the last closed candle at the moment the strategy was triggered.

In the context of a position, it is the close rate of the last closed candle at the moment the take position event was triggered.

In the context of an episode, it is the close rate of the last closed candle at the moment the episode starts.

End Rate

End rate is the close rate of the candle corresponding to the datetime of the end property.

In the context of a strategy, it is the close rate of the last closed candle at the moment the strategy is triggered-off.

In the context of a position, it is the close rate of the last closed candle at the moment the close stage is closed.

In the context of an episode, it is the close rate of the last closed candle at the moment the episode ends.