Login Page - Create Account

Support Board


Date/Time: Sun, 29 Dec 2024 02:00:02 +0000



Post From: IB - premarket data and volume

[2016-01-09 13:49:02]
User190756 - Posts: 38
I followed your describtion to create Daily bars that have a specific Start and End time.
The results of my scans are not what I expected.

Once more to clarify my idea:
I want to scan for premarket gaps (>2%) and I created a list with the S&P500 symbols.
My scan conditions (e.g. down gap):
=AND(C[-1]>5,C[-1]*0.98>O,V[-1]>1000000)

chart-settings: daily bars, Session Times: Start Time: 8:30:00 – End Time: 15:59:00
The scan was carried out at 9:00.

Result: The Alert Manager contains a lot of symbols which don’t match the criteria.
E.g.: Symbol PSX (close 7-Jan: 76,42; open 8-Jan at 8:30:00: 76,63)
-> this is a 0,27% up-gap and not a down gap

Second question:
After scanning (daily chart) I klick on one of the symbols shown in the Alert Manager.
On the chart are only 20-30 bars to see (setting Days to load: 5000).
After changing the value to 5001, the bars appear.
Klicking on the next symbol -> also only a few bars to see -> changing the value to 5002 -> the bars appear and so on.

What am I doing wrong?