Support Board
Date/Time: Fri, 27 Dec 2024 17:04:19 +0000
Post From: Using "Combine Sun-Mon Daily Bars" with Interactive Brokers data - choices?
| [2015-11-03 00:35:42] |
| FFTrader - Posts: 180 |
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Once again, it is your responsibility to determine the Session Times that you require. From our perspective we are not understanding what you are writing. You understand what you need to do.
And if you are struggling with it to this point, our belief is that it is not supported what you want to do. There are not 3 sets of session times and that will not be supported. All times are Eastern: Just to be clear, I know my sources of the session times are accurate - as they are from the CME Group's website. Let's use for example the CL contract (see:http://www.cmegroup.com/trading/energy/crude-oil/light-sweet-crude_contract_specifications.html): Open Outcry session is Monday - Friday 9:00AM to 2:30PM CME Globex session is Sunday - Friday 6:00PM to 5:00PM The 3 sets of session times that I am referring to - for CL - as an example and base on CL specification per CME are: 1. Open Outcry: Mon-Fri 9:00AM to 2:30PM 2. Night: Sun-Thur 6:00PM to 9:00AM 3. In between: Mon-Fri: 2:30PM - 5:00PM Given the above specification, Situation 1: If I specify Session Times's Start Time as 6PM to 5PM (reverse time), my charts shows 5 daily charts per week BUT I have no recourse in specifying the Open Outcry Session time to that the TPO Profile Chart shows ONLY the Open Outcry Session's market profile. Situation 2: If I specify Session Time's Start Time as 9AM to 2:30PM - as the Open Outcry session, my TPO Profile Chart shows the correct market profile BUT my daily chart shows a 6 days week - not 5 days. Again, I have mitigate the above issue using a combination of features of the platform. However, it was never a solution to cover the issues indicated in both situations. I urge Sierra Support to at least take a look and hopefully there is a resolution somehow. |