Support Board
Date/Time: Wed, 26 Feb 2025 01:43:44 +0000
Post From: 1 day chart not aggregating properly
| [2021-05-03 01:20:26] |
| joshtrader - Posts: 501 |
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I wanted to follow-up here for anyone who happens to load Nikkei CSV data from JPX. They have a very odd notation in their format which is "Make_Date" which refers to the business day. This is not the date the trade was transacted, but the business day, which goes from midnight to midnight. In short, you will see the time on the tick data roll over to midnight, but the dates do not change. I was incorrectly assigning "transaction date" to "make date" but you must use additional logic to get the actual date of the transaction. Annoying, but after doing this, the problem mentioned above goes away. This can be closed, and thanks for the help John and other SC support members. For further reference see https://www.jpx.co.jp/english/derivatives/rules/night-session/index.html
Date Time Of Last Edit: 2021-05-03 01:21:14
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