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Date/Time: Wed, 27 Nov 2024 16:54:07 +0000



Merging 2 daily data bars to form 1 bar

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[2023-07-19 22:58:04]
User629461 - Posts: 179
My data provider sends daily data with the first day of the week's trading (Monday) split into 2 days - Saturday and Monday (I trade Asian index futures so Friday night/Saturday morning trading belongs to Monday's daily bar). I end up having 6 daily bars per week. Is there a way to merge the Sat data with Monday data (both price and volume) to form 1 daily bar for Monday within SC? Any suggestions?
[2023-07-20 15:20:13]
John - SC Support - Posts: 36323
Since you state that this is Saturday/Monday data, we do not think this will work, but try setting "Chart >> Chart Settings >> Bar Period >> Combine Sunday/Monday Daily Bars" to "Yes", and see if this will combine them.

If not, then the only option would be to create a custom study that handles this. Refer to the following:
ACSIL Interface - Custom Chart Bars

Or, you would have to modify the data before it is brought into Sierra Chart.
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing

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