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A few points.
1. A few ETF's, QQQ for sure, continue to trade until 4:15. Most, like SMH,
stop at 4:00, like stocks.
2. eSignal bars are named for the start time of the bar. That is, the last
5 min bar of the normal day will read 3:55, or perhaps 15:55, depending on
how your clock is set.
I don't know if it is possible to set your time template to name them for
the close of the bar, you would have to check with eSignal.
3. Even if the security closes at 4:00, your 5 min bar close may not match
your Daily close. The reason is that the intraday servers are different
from the daily servers. Most times they match but on occasion they don't.
The intraday servers don't get adjusted to match the "official" close that
the exchange publishes, whereas the daily's do. In fact, If I'm not
mistaken the intraday data may come from a different source than the daily.
So, your QQQ daily charts are getting the 4:15 close, but your 5 min charts
are getting the 4:00 close.
Try it on another security you know closes at 4:00, like INTC, CSCO, etc.
If they don't match, or are very close then your bar time naming scheme
should be checked.
Tom
----- Original Message -----
From: "jnc8831" <jnc8831@xxxxxxxxx>
To: <equismetastock@xxxxxxxxxxxxxxx>
Sent: Thursday, May 20, 2004 1:15 PM
Subject: [EquisMetaStock Group] eSignal Data Inconsitencies
> Hi,
>
> I am new to both this group and MetaStock. I am using MetaStock
> Professional (v9) with eSignal data. My question is what time is the
> close on a daily bar?
>
> I created an intraday chart - 5 min candles - of QQQ. I'm using
> DataOnDemand. On 4/30/04, the close at the 4:00 intraday candle is
> 34.84. I then switched to a daily chart and the close for 4/30/04 is
> 34.77. This is not an isolated problem and seems to occur for all my
> random samples.
>
> I called MetaStock who said it was an eSignal issue. I called and
> used live chat with eSignal and did not get an answer.
>
> I was hoping someone could explain to me why the 4:00 candle close
> on the intraday chart is not the close of the day on the daily chart
> and what time is the close. Also, is this just an issue with ETFs or
> all stocks in general. Thanks in advance for your help!!
>
> Christine
>
>
>
>
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
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