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I'm not sure my problem is exactly what you describe-but its close- and I don't see how your solution would solve mine. It is related to the last bar of the day on RT intraday db's. If mkt closes at 4pm and the last trades of regular hours take sometime to be reported (ie NYSE stocks can be reported up to several minutes later I think) how do you capture those trades on the last bar. For a 1 minute db- the last bar starts at 3:59...ends at 4:00. If you choose to end it at 4:01 you have an extra bar in the 1min and every compressed bar you display. If you start the first bar at 9:31 you don't have the daily open price. The only solution I see to my problem is for AB to have some function which allows the 'last bar of the day' to be extended beyond normal bars. Am I missing some other approach?
Dan
--- In amibroker@xxxxxxxxxxxxxxx, Keith McCombs <kmccombs@xxx> wrote:
>
> In case anyone cares, problem solved:
>
> by merely changing the session start time to 9:31 (instead of 9:30) and
> leaving the session end time as 16:00, and selecting "time of LAST tick
> inside bar" and "Align minute bars to regular market hours" in
> Preferences>Intraday.
>
> This was necessitated by the fact that the original data is date-stamped
> with the time of the last tick inside a bar, rather than the first
> tick. So the first complete one minute bar of trading is time stamped 9:31.
>
> Thank you.
> -- Keith
>
> Keith McCombs wrote:
> >
> >
> > 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
> >
> >
>
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