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[amibroker] Re: Changing times in intraday data for summer time changes



PureBytes Links

Trading Reference Links

I know nothing about the site. The url went to a article on the 
Globex time changes. 

ja
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> Had a look at that site, how do you trade the weather?
> 
> Cheers,
> Graham
> http://groups.msn.com/ASXShareTrading
> http://groups.msn.com/FMSAustralia
> 
> 
> -----Original Message-----
> From: John [mailto:jea55129@x...] 
> Sent: Tuesday, 30 September 2003 8:41 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Changing times in intraday data for summer 
time
> changes
> 
> 
> Speaking if changing times, if you trade the Globex
> <http://www.riskcenter.com/cgi-bin/article.pl?id=7353>
> 
> ja
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> > At the end of October daylight saving ends in the US and begins in
> east
> > coast of Australia. I use QT plugin for intraday data for the ASX
> and I need
> > to change the data already stored in the database to suit the new
> times. 
> > 
> > I can change the new time difference from +14 to +16 hours, but
> this will
> > alter the historical data to 2 hours difference to what it is
> currently. I
> > base this on what happened about 6 months ago when the summer 
times
> changed.
> > So the new data being received (in US EST) will be ok with the
> start finish
> > time 10am to 4pm, but the history data will be 2 hours out from
> 12noon to
> > 6pm trading times.
> > 
> > Last time I did it in a spreadsheet and imported the data back 
into
> AB with
> > the revised times. I was hoping to be able to more easily do this
> with AFL
> > to create the new times in the old database. Easy, you say, except
> for the
> > fact that during the trading times there is a change of days in
> equal US
> > time. Currently the ASX trades in US time 20:00 to 02:05. I have
> been unable
> > to recreate this in AFL to date to take into account that anything
> in the
> > last 2 hours of trading changes back one day in US time. AB seems
> to save
> > the data at US times, as the data supply through QT is also in US
> time, and
> > you shift the time scale to suit your local time.
> > 
> > Now if that hasn't confused you, nothing will.
> > 
> > In summary if I do not change the historical data everything pre 
26
> Oct will
> > be from 12noon to 6pm and after that date 10am to 4pm.
> > 
> > Help please.
> > 
> > Cheers,
> > Graham
> > http://groups.msn.com/ASXShareTrading
> > http://groups.msn.com/FMSAustralia
> 
> 
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