Support Board
Date/Time: Wed, 12 Feb 2025 19:04:12 +0000
Post From: Issue with Pivots
| [2020-11-06 19:42:36] |
| Sawtooth - Posts: 4173 |
|
Why not 16:00?
Because 16:14:59 is the End Of Day, and accurate pivots use the EOD time of the previous day.https://www.cmegroup.com/trading-hours.html#equityIndex (CME times are Central, not Eastern) Also, because Sierra's bar timestamp is at the Open, the EOD end time is 1 second less, e.g. 16:15:00 needs to be 16:14:59. This is necessary so that the values are not later than 16:15:00 because the 16:15:00 bar contains data after 16:15:00. |