Support Board
Date/Time: Fri, 27 Dec 2024 17:14:55 +0000
Post From: Using "Combine Sun-Mon Daily Bars" with Interactive Brokers data - choices?
| [2015-11-03 16:22:20] |
| FFTrader - Posts: 180 |
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Just to be clear, I assumed we all know that base on specifications from CME Group, there is no trading on Sunday during open outcry session times. Therefore, such a fact is implied in all my comments above. Also, up to this point of the discussion, I am assuming all intraday charts have the same identical start/end time definitions. Also, for the TPO Profile Charts, I am aware of and is using it as described in the 2 links you provided. 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 Ok, my follow up discussion would be this (which is essentially my situation 2 above): 1. Use Historical Chart only as daily bars or larger. I have been doing that before initiating this but the historical charts may not always update fast enough - especially for faster markets. After all, the ability to overlay studies and price is what makes this platform strong - and I suppose many wants to overlay the daily chart onto intra-day charts? 2. For the Open Outcry session and with Intraday charts, I will use it as per my Situation 2 above and input those times into the session Start Time and session End Time boxes. 3. For night session boxes, I will use the times OUTSIDE of the Open Outcry session regardless of whether it was "in between" or not. Per my quote of the 3 different session, I am lumping together item 2 and item 3. I really hope that you can implement the 3 sessions discussed (one more distinct session AFTER the Open Outcry have closed but BEFORE the night session begins) in addition to the current 2 available sessions. |