Gerardo Salazar
a20ac26eb7
Fixes rounding of Time property in SubscriptionData for data that has no time delta.
...
* The original implementation was made with the idea in mind that bars
have a time range that they encompass. When the `Time` property is
rounded down, the period added to `EndTime` ensures that the data
will not have look-ahead bias.
However, multiple data sources do not have a time range that the data
applies to, and is actually point-in-time. For these kinds of
data, rounding of the data is not preferred since they are supposed
to represent a point in time.
2020-05-22 17:13:18 -07:00
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