Support Board
Date/Time: Fri, 27 Dec 2024 17:42:10 +0000
Post From: Using "Combine Sun-Mon Daily Bars" with Interactive Brokers data - choices?
| [2015-11-02 15:53:39] |
| FFTrader - Posts: 180 |
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[ALL TIMES ARE EASTERN US] I have been using Sierra and IB for a long time and never really bothered with the accuracy with (mostly futures) data belong to which daily bar after Friday's market closing pit/day/Open Outcry ("pit") session and Monday's opening pit session. Take for example ES. It closes Friday at 4:15PM Eastern and opens Monday 9:30AM. I call this the "Psuedo Weekend Session". My question to Sierra Chart Support - and everyone using Sierra Chart and IB - is: How do I set up Sierra so that the data from the Psuedo Weekend Session data gets included into Monday's daily bar using Intraday Charts? My desire is also that once set-up, ALL daily bars needs to start at 9:30AM everyday and needs to end at 4:15PM for the pit session and the night session starts at 4:30PM and ends at 9:30AM the next day - reason being that this time period is the Open Outcry session as per the CME Group descriptions ... for all common futures contracts and not limited to ES ( and my discussion scope here applies to futures like GC, CL, ZN, 6E, HG, NG, ZC, etc.) I do not want to set my evening session to start at 6PM as the open outcry have long ended (which I am doing now) BEFORE 6PM. If I set up my pit session (for ES, as an example) from 9:30AM to 4:15PM and evening session from 4:30PM to 9:30AM, my daily chart have 6 days week BUT my market profile charts accurately reflect the Open Outcry / pit session. Date Time Of Last Edit: 2015-11-02 16:01:04
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