Support Board
Date/Time: Tue, 26 Nov 2024 02:04:47 +0000
DAX Mini - Incorrect bar start time during Daylight Savings for some bar periods.
View Count: 210
| [2024-01-15 00:39:34] |
| User335252 - Posts: 19 |
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Hi Support, I have my Global TZ set to +1/+2 Brussels and a DAX chart set to Brussels TZ. All my FDX data was downloaded with those settings. If I select 1 minute bars the chart start time is correct. ie. No DST is 01:15 and during DST (DAX starts 1 hour later) is 02:15. If I change the bar period to say 40 minutes the first bar time stamp is correct when no DST ie. 01:15 but during DST the bars start at 01:55 which is 40 mins after the normal start time ie. 01:15. The session should start at 02:15 and the next bar should be 02:55. When I change the chart to a 60 minute bar the start times are all correct. I have not encountered this with any of the US markets. Thank you, Peter. |
 DAX 1 min chart summer time 02_15 is correct.png / V - Attached On 2024-01-15 00:38:33 UTC - Size: 27.54 KB - 45 views DAX 40 min chart summer time 01_55 is incorrect.png / V - Attached On 2024-01-15 00:38:54 UTC - Size: 28.98 KB - 46 views |
| [2024-01-15 16:29:19] |
| John - SC Support - Posts: 36286 |
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It all depends on what your Session Times are set to. Each bar is going to have a starting time that is a multiple of the Bar Period starting from the Starting Time of the Session. With and without Daylight Saving Time is going to offset the start of the session, therefore giving you a different set of times for your bars. Refer to the following: Chart Session Times: Bar Starting Times For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-01-16 00:20:36] |
| User335252 - Posts: 19 |
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Hi John, Thanks for your reply. I read the information you pointed me to and I believe I have all my session times correct as shown in attached pics. Symbol settings are 01:15 to 21:59:59. Time zone is UTC +1/+2. Global time setting is set to the same as are the chart session times. I have provided a pic of a 60 minute chart which starts at the correct time ie 02:15 and the same chart but bar period changed to 40 minutes. The start time is now 01:55 (20 mins earlier) NOT 02:15 - the correct start time. This of course makes all the following bars incorrect for the 40 minute bar interval. The last 40 minute bar has a timestamp of 21:55. This is the same time stamp for non-daylight saving. With a start at 01:55. If it starts at the correct time the last bar stamp should be 21:35. As mentioned previously the time stamps for 40 minute bars are correct during normal time. I think this problem is exists because the DAX starts trading an hour later during DST but it stops at the same time. So during DST it trades one hour less. Unlike any other market I have encountered. SC has all the time stamps during DST the SAME as during normal time. This is incorrect as during DST they are offset by one hour. As follows. DST OFF 01:15:00 01:55:00 02:35:00 03:15:00 03:55:00 04:35:00 and the last few bars 19:55:00 20:35:00 21:15:00 21:55:00 and stops at 21:59:59 DST ON 02:15:00 02:55:00 03:35:00 04:15:00 04:55:00 05:35:00 and the last few bars 20:55:00 21:35:00 and these are the DST time stamps from the SC chart. DST OFF 01:15:00 01:55:00 02:35:00 03:15:00 03:55:00 04:35:00 and the last few bars 19:15:00 19:55:00 20:35:00 21:15:00 21:55:00 DST ON 01:55:00 02:35:00 03:15:00 03:55:00 04:35:00 05:15:00 and the last few bars 19:55:00 20:35:00 21:15:00 21:55:00. All these time stamps are the SAME as for normal time which is not correct. Thanks Peter. Date Time Of Last Edit: 2024-01-16 00:56:31
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| FDX Symbol Settings.png / V - Attached On 2024-01-15 23:53:26 UTC - Size: 60.5 KB - 44 views FDX Chart Settings Session Times.png / V - Attached On 2024-01-15 23:53:40 UTC - Size: 45.99 KB - 39 views 60 min V 40 min bars.png / V - Attached On 2024-01-16 00:01:40 UTC - Size: 367.89 KB - 43 views |
| [2024-01-16 14:27:43] |
| John - SC Support - Posts: 36286 |
|
What we stated previously still holds. The issue is that you have Session Times starting at 01:15. As such, with a 40 minute Bar Period, you will have a bar at 01:55, as you note above, regardless of the DST setting. The reason the DST comes into play is that the exchange does not start until 02:15 when DST is active. Therefore, the first trade will be at 02:15 and not at 01:15. Therefore, the first bar that covers this time is the one at 01:55. Hence the reason for the bar at that time. When you have 1 minute bars it does not show this as you actually have a 1 minute bar at 02:15. The same is true for 60 minute bars - you have a new bar that will start at 02:15. 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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