Login Page - Create Account

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
imagemjnk_5m.png / V - Attached On 2021-04-29 03:51:11 UTC - Size: 43.22 KB - 204 views
imagemjnk_1d_rth.png / V - Attached On 2021-04-29 03:51:23 UTC - Size: 29.14 KB - 227 views
imagemjnk_1d_eth.png / V - Attached On 2021-04-29 03:51:28 UTC - Size: 28.57 KB - 229 views