I have a data base of 1min bars, for market hours 9:30 to 16:00,
390
bars/day. First bar is at end of first minute, 9:31, last at end of
last minute, 16:00. With chart set for 1min intraday bars, everything
is fine, bars are 9:31:00 ..... 16:00:00.
However, when I select a different time interval, just for example,
5min, I cannot get expected 78 bars total. I tried changing
Preferences>Intraday Time stamp shown below.
5min bars, results from different Preference Intraday Time settings:
Setting times
expected 9:35:00 9:40:00........15:55:00 16:00:00
Open 36.67 36.56 36.50 36.55
Close 36.56 36.58 36.56 36.66
// see raw data at end.
t of first 9:31:00 9:35:00........15:55:00 16:00:00
Open 36.67 36:60 36:53 36.65
Close 36:59 36:55 36.66 36.66
// 9:31:00? 79 bars total
t of last 9:34:00 9:39:00........15:59:00 16:00:00
Open and Close values are same as "t of first" above
// first bar is 4min long, last bar 1min. 79 bars
Start of I 9:30:00 9:35:00........15:55:00 16:00:00
Open and Close values are same as "t of first" above
// 79 bars
End of I 9:34:59 9:39:59........15:59:59 16:04:59
Open and Close values are same as "t of first" above
// 79 bars
First and Last 10 minutes of raw data for above, QQQQ, 6/12/2009:
Expected Prices are UNDERLINED.
Displayed Prices are BOLD.
"QQQQ-PI",06/12/2009,0931,36.67,36.72,36.66,36.69,655312,"NASDAQ
100"
"QQQQ-PI",06/12/2009,0932,36.69,36.70,36.65,36.66,459001,"NASDAQ
100"
"QQQQ-PI",06/12/2009,0933,36.65,36.66,36.55,36.56,744249,"NASDAQ
100"
"QQQQ-PI",06/12/2009,0934,36.56,36.60,36.55,36.59,502442,"NASDAQ
100"
"QQQQ-PI",06/12/2009,0935,36.60,36.60,36.56,36.56,1085270,"NASDAQ
100"
"QQQQ-PI",06/12/2009,0936,36.56,36.57,36.54,36.56,912070,"NASDAQ
100"
"QQQQ-PI",06/12/2009,0937,36.56,36.57,36.52,36.52,280976,"NASDAQ
100"
"QQQQ-PI",06/12/2009,0938,36.52,36.53,36.50,36.52,253630,"NASDAQ
100"
"QQQQ-PI",06/12/2009,0939,36.52,36.57,36.51,36.55,593532,"NASDAQ
100"
"QQQQ-PI",06/12/2009,0940,36.56,36.60,36.55,36.58,185041,"NASDAQ
100"
=======================
"QQQQ-PI",06/12/2009,1551,36.50,36.57,36.50,36.56,250056,"NASDAQ
100"
"QQQQ-PI",06/12/2009,1552,36.56,36.63,36.56,36.63,385357,"NASDAQ
100"
"QQQQ-PI",06/12/2009,1553,36.62,36.63,36.56,36.57,995355,"NASDAQ
100"
"QQQQ-PI",06/12/2009,1554,36.56,36.57,36.53,36.53,189733,"NASDAQ
100"
"QQQQ-PI",06/12/2009,1555,36.53,36.56,36.53,36.56,483969,"NASDAQ
100"
"QQQQ-PI",06/12/2009,1556,36.55,36.59,36.54,36.59,575005,"NASDAQ
100"
"QQQQ-PI",06/12/2009,1557,36.58,36.58,36.57,36.58,126583,"NASDAQ
100"
"QQQQ-PI",06/12/2009,1558,36.58,36.60,36.57,36.59,488942,"NASDAQ
100"
"QQQQ-PI",06/12/2009,1559,36.60,36.66,36.60,36.66,1142218,"NASDAQ
100"
"QQQQ-PI",06/12/2009,1600,36.65,36.67,36.64,36.66,1779487,"NASDAQ
100"
Thanks for any and all help.
-- Keith