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Hi to all,
Does someone know the answer or has an answer to following question:
(and yes, I read already the documentation on http://www.amibroker.com/kb/2006/03/19/how-does-the-daily-time-compression-work/)
If you receive real time data from IB in Europe CET then the US market opens at 15:30 and closes at 22:00 the European markets open at 9:00 and closes 17:30.
If you compress this data to daily candles, you would receive the daily open, high, low, close etc.
But on October, 25 European clocks change to wintertime but the US 1 week later on November, 1.
So there will be 1 week were clocks will have a different time shift and from November, 1 they will be same again.
So between October, 25 and November, 1 the US market opens at 14:30 and closes at 21:00 the European markets open at 9:00 and closes 17:30. This is how the data is provided by IB TWS.
So the data saved in the Amibroker database for the US market will be shifted by 1 hour but just for this 1 week.
My question now: How can you properly compress the data to get daily candles?
The problem is, if I would shift the US data 1 hour, I would shift also the history and the daily candles would be wrong. Especially for the US Futures Market, where there is a day and night session.
How are you solving this issue?
Best regards, dubi
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