Support Board
Date/Time: Sun, 02 Mar 2025 22:07:33 +0000
Daily bars
View Count: 441
| [2021-10-29 02:46:52] |
| aelagha - Posts: 31 |
|
Hi there, How are the daily bars constructed in relation to start/end of session vs. the actual calendar time? I read through daily bars using historical vv. intraday charts, and it is not clear to me yet. Is this described somewhere else? For example the attached chart shows 4H and daily bars (using historical). The daily bars does not reflect he close at session end and makes it feel like it gapped at night session open, but it is not. Is it possible to set the daily bars to start and end with the session? Also, which method is recommended, i.e. daily bars using intraday (1-0-0) or historical? http://www.sierrachart.com/image.php?Image=1635475536915.png |
Attachment Deleted. |
chart.png| [2021-10-29 14:12:24] |
| John - SC Support - Posts: 38292 |
|
The daily data is constructed by the exchange, not by us. In general, it includes the full 24 hours of trading. The other item of note is that the close price for a day is the Settlement price, not the actual close as you would see on Intraday bars. Refer to the following section that goes over this: Historical Chart Prices: 12.1 - Historical Daily Bars Session Times and Evening Session Trading As to which to use, it is a personal preference based on what you want to see and how you are going to use it. For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
To post a message in this thread, you need to log in with your Sierra Chart account: