Support Board
Date/Time: Wed, 26 Feb 2025 02:07:47 +0000
Post From: 1 day chart not aggregating properly
[2021-04-29 03:51:45] |
joshtrader - Posts: 501 |
I purchased and loaded Mini Nikkei futures trade data from JPX. I converted the data to this CSV format: Symbol,Date,Time,Open,High,Low,Close,Volume F.US.MJNKH21,2020-12-30,07:30:01.046,27515,27515,27515,27515,393 The times are in UTC, and the formats are valid according to your spec. When I view the data using 5 minutes per bar (RTH or ETH), it looks great (see attachment). When I view the data as 1 day (1440 minutes), using RTH only, it looks great (see attachment). When I view the data as 1 day (1440 minutes), using ETH, it is very wrong (see attachment). Any ideas? I have manually examined the data and it appears to be fine. Date Time Of Last Edit: 2021-04-29 03:52:40
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