Support Board
Date/Time: Tue, 24 Dec 2024 01:27:08 +0000
Post From: Option to filter bars without traded contracts
| [2015-10-16 05:12:21] |
| i960 - Posts: 360 |
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Certain contracts have frequent behavior with opening auctions that causes issues with volume bars. This data is always from the initial auction and does not have associated trade counts, just volume. Unsplitting of data records isn't the solution because bars in general then don't adhere to the contracts/bar settings consistently. An option to simply filter bars without traded contracts would work here - as none of these bars show trades. The bars afterwards show trade counts as normal. Here's an example of the Nikkei which does it all the time. Date Time Of Last Edit: 2015-10-16 05:12:53
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 n255m_20151015.png / V - Attached On 2015-10-16 05:11:24 UTC - Size: 89.4 KB - 297 views |