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Date/Time: Tue, 26 Nov 2024 17:21:27 +0000



Post From: 2.5 day timeframe, aligned on week

[2014-05-22 19:08:00]
User59879 - Posts: 66
Thank you, works fine for future contracts that are traded 24/7 and start trading at 00:00 CET (eg, ES, NQ etc)

However for DAX and Bund future the trading hours are 08:00 until 21:59 CET, ie. 14 hours. As a result, half a trading day is 7 hours, or 420 minutes.

Now if I specify 2 days 420 minutes, then alignment gets lost. It seems to me that the chart starts counting at Monday morning 08:00 (first ticks) and then keeps adding 2 days 420 minutes to get to the next bar start time, also during night hours when the exchange is closed. Bar start times are like 08:00 / 15:00 / 22:00 / 05:00 / 12:00 / 19:00 etc.

If I try 2 days 720' minutes, then alignment is kept, but bar start times are 08:00 / 20:00 / 08:00 / 20:00 / etc. That is: alignment starts correct for the first bar, but night time is also considered.

What I'd like is for example Mon May 12 08:00 / Wed May 14 15:00 / Mon May 19 08:00 / Wed May 21 15:00 / Mon May 26 08:00 etc. This would be exactly half a week of data per bar.

How can I do this?