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Date/Time: Wed, 12 Feb 2025 13:49:03 +0000



Post From: Chart start time anomoly on Monday only

[2020-04-27 06:40:24]
User745789 - Posts: 362
I am encountering what may be a related problem. Every Monday morning for MJNK from CQG.

No matter what Day Session start time I use. No matter what bar duration: 1, 5, 10 minutes, 1000 ticks, 5000 volume etc

A first bar prints as though it is its own one-bar session that sits between Friday night session and Monday morning start. MJNK does not have a Sunday session.

There is a 15 minute pre-market session for RTH (0845-0900) And time bars greater than 15 minutes produce a 1 tick bar with very small volume. See 16 minute bar image: the bar has a time stamp of 0830 Monday morning, which is out of trading hours.

If I do not use Evening Session, this problem goes away.

Vertical grid set to Session Start. You can see a grid line either side of the firs Monday morning session bar. One image shows 1 minute bars. The other shows 100,000 constant volume bars.

It still happens if I select "Do Not Load Weekend Data".

It interferes greatly with studies that count trading days (Volume by Price), even if they are set to ignore low volume days.
Date Time Of Last Edit: 2020-04-27 07:07:40
image100000 volume.png / V - Attached On 2020-04-27 06:40:08 UTC - Size: 6.58 KB - 256 views
image1minute.png / V - Attached On 2020-04-27 06:40:14 UTC - Size: 7.18 KB - 251 views
image16 minute.png / V - Attached On 2020-04-27 07:07:36 UTC - Size: 6.71 KB - 232 views