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Date/Time: Mon, 25 Nov 2024 08:33:55 +0000



Post From: GetContainingIndexForSCDateTime function wrongly assign index

[2024-03-14 23:42:13]
rtinada - Posts: 4
Hi Team,

I have:
Chart1 (1 minute bar chart)
Chart2 (1 trade per bar chart) - this chart is reference to chart 1.

Chart 1:
index 1053: bar started on 16:58
index 1043: bar started on 16:59
index 1044: bar started on 17:00

Chart 2:
index 56211 trade on 16:58:23.000621
index 56212 trade on 16:58:28.008621
index 56213 trade on 16:58:52.002621
index 56214 trade on 16:59:23.000621
index 56215 trade on 17:00:00 (this trade doesn't have milliseconds, I've checked also in input file)
index 56216 trade on 17:00:01.000023

And situation looks like this
GetContainingIndexForSCDateTime(2, 17:00) will return index 56216 and I believe it should return 56215
if I edit the record from 17:00:00 and I change it to 17:00:00.0001 then GetContainingIndexForSCDateTime(2, 17:00) will return index 56215

Is it a bug? If no, then could you suggest which function I should use to get index 56215 for records that don't have milliseconds?



Thanks!
Adam