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Date/Time: Fri, 22 Nov 2024 18:57:17 +0000



Post From: Intraday bar size

[2013-05-15 02:05:14]
User987654 - Posts: 69
Hi,

I don't think I was very clear so I will try to be more clear.

1.I set bar period to 300 minutes.

2.I set the start time as 7:00 and end time as 13:59:59.

3.I uncheck "new bar at session start"

For the first bar of data, I expect 7:00 - 11:59:59, which is what I get.

For the second bar, I would like 12:00 - 9:59:59 (next day). Instead, the next bar is always 12:00 - 13:59:59, with the subsequent bar starting at 7:00. This means that it generates two bars per day, with the first bar starting at 7:00 with 300 minutes of data but the second bar only has 120 minutes of data. I can see this happening if "new bar at session start" was checked, but I have unchecked it. Please try this and let me know if I am doing something wrong. Also, let me know if you would like any specific screenshots.

I am running version 949 and using DTN IQFeed for data.

Thanks