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Date/Time: Sun, 24 Nov 2024 06:59:03 +0000



Post From: continuous futures contract chart by using the Join Intraday Data

[2013-09-17 05:16:55]
Sierra Chart Engineering - Posts: 104368
From the Join Intraday Data page:


When Intraday data files are joined, overlapping data is removed and the transition point from the prior file to the next file in the resulting Output file, occurs at the time at which the Volume in the next file being joined with the prior file exceeds the Volume in the prior file. The Volume is analyzed over a period of 12 Hours. Therefore, the transition point may be within a day. Not necessarily at the start of the day.

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