Support Board
Date/Time: Wed, 12 Feb 2025 13:35:56 +0000
Post From: Chart start time anomoly on Monday only
| [2019-11-25 09:12:05] |
| User234172 - Posts: 44 |
|
CQG, MJNK, 15 minute bars. Chart Start Time set to 08:45:02, which is 2 seconds after the rth market opens, exchange time On Monday only, despite the chart start time settings, a bar prints for time 08:45:00.000, it is only for 1 trade and only a few contracts. It is not a 15 minute bar per the chart settings. Then, the next bar starts at 08:45:02, per the chart settings. It is a 15 minute bar and is the correct first bar for the chart based on settings. This anomaly is even visible as a distinct volume profile when VbP Study is used. It sits between the Friday night VbP profile and the Monday rth session. See image which displays VbP and volume data for each session. - It is only visible on the chart once the rth 08:45:02 session starts. - MJNK does not have a Sunday evening session. - This anomaly is not part of the volume that happens in the 2 seconds after the rth market opens. |
 Annotation 2019-11-25 180547.png / V - Attached On 2019-11-25 09:06:05 UTC - Size: 21.11 KB - 277 views |