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Date/Time: Sat, 23 Nov 2024 18:51:16 +0000



Problem with daily chart for JGB symbol

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[2024-08-15 01:23:22]
User745789 - Posts: 313
For JGB on OSE. In global >> Symbol Settings, I have entered the correct session times for the symbol JGB (they were wrong) https://www.jpx.co.jp/english/derivatives/rules/trading-hours/

Regardless of what the global session times are, the DOM shows the incorrect red/green high/low lines - see attached. They are coming from the previous day. Those highs and lows are the same as the high and low on a historical daily chart for the session. And they do not match the actual high and low since the start of the day session (08:45:00 in Tokyo) which can be verified by viewing a 1 minute intraday chart. The range of the Volume by Price study in the attached DOm is correct, the red/green lines are not correct. The volume on a daily chart for the current session is also incorrect. The DOM volume above VbP study is correct.

How do I get SC to create a correct daily chart for JGB, with the new bar starting at 08:45:00am and including the following night session which ends at 05:59:59am the next morning? And how do I get the DOM high/low lines to print correctly?
Date Time Of Last Edit: 2024-08-15 03:41:58
image2024-08-15 09_21_13-F.US.JGBU24 #9 [Sim] _ TSE 10 Year JGB_.png / V - Attached On 2024-08-15 01:21:28 UTC - Size: 86.82 KB - 39 views
[2024-08-15 16:04:01]
John - SC Support - Posts: 36238
How do I get SC to create a correct daily chart for JGB, with the new bar starting at 08:45:00am and including the following night session which ends at 05:59:59am the next morning?

In general, the exchanges include the previous evening session with the current day session. So if you set your Session Times to include the Evening Session, that will be from the previous evening.

For example, if you set your Session Times to be the following:
- Start Time: 08:45:00
- End Time: 14:59:59
- Evening Start Time: 15:00:00
- Evening End time: 08:44:59

Then the data from 15:00:00 on Monday evening until 08:44:59 on Tuesday morning will be included in the trading for Tuesday.

If you are wanting data from 08:45:00 until 08:44:59 the next day, then you would need to NOT use the Evening Session and set your Start and End Session Times to be those values.

And how do I get the DOM high/low lines to print correctly?

The Daily High and Daily Low line that can be displayed on the DOM comes from the Historical Daily data. Therefore if your Session Times are not set to match how the exchange sends their daily historical data, then these lines will not match up to what you see in an Intraday chart.

From what you are stating, you would want to have chart for the same symbol as the DOM and put on the "High/Low for Time Period" study and then use the "Study/Price Overlay" to overlay that information to the DOM. Refer to the following:
High/Low for Time Period

Study/Price Overlay Study
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[2024-08-16 01:29:53]
User745789 - Posts: 313
In general, the exchanges include the previous evening session with the current day session.

This is where I was wrong. I misunderstood.

What caused my confusion was despite correctly setting the RTH and night session times for the chart, the date stamp for the latest bar was a day behind, as that bar starts with the night session then continues into the current day RTH session, as you explained. See image taken at 10:30AM Tokyo time on the 16th, the latest session prints as the 15th when today is the 16th. I guess this can not be avoided.

Perhaps an idea for a future version is the support to add the overnight session to the end of the day RTH session, allowing a new chart bar to start with a new day RTH session.
Date Time Of Last Edit: 2024-08-16 01:30:41
image2024-08-16 09_25_37-Sierra Chart 2654 JGB CQG WebAPI 2024-08.png / V - Attached On 2024-08-16 01:29:49 UTC - Size: 17.49 KB - 38 views
[2024-08-16 20:12:50]
Sierra_Chart Engineering - Posts: 17150
What you see is normal, regarding the starting time/date being in the previous day, and is explained here:
Chart Session Times
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

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Date Time Of Last Edit: 2024-08-16 20:13:14

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