Support Board
Date/Time: Wed, 27 Nov 2024 19:51:54 +0000
Post From: Merging 2 daily data bars to form 1 bar
[2023-07-19 22:58:04] |
User629461 - Posts: 179 |
My data provider sends daily data with the first day of the week's trading (Monday) split into 2 days - Saturday and Monday (I trade Asian index futures so Friday night/Saturday morning trading belongs to Monday's daily bar). I end up having 6 daily bars per week. Is there a way to merge the Sat data with Monday data (both price and volume) to form 1 daily bar for Monday within SC? Any suggestions?
|