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If you are using Dow Jones Tradestation (now Bridge Telerate tradestation), the
new day starts at 22:00 GMT and goes until 21:58 the next day.
Volume is posted and represent the price changes. Normal for the DM would be
around 4,500 a day.
Open interest refers only to the futures market and not to any cash market.
Hope this helps.
Manning Stoller
hans esser wrote:
> > I am new to TS and experienced a problem with dayly data collection. I
> > collect FOREX data and there are some days where no open price for a day
> > collected and also no volume and open interest. So I need to manually edit
> > daily data after the session. If anybody can point me what's wrong -
> > really appreciate. Thanks. Dmitry
>
> FOREX is a 24 hour market - it does NOT stop or START during the week -
> any decision to set whatever times as settings to make DAILY charts is just
> random and will be different on a other part of the world.
>
> EOD chart for S&P looks (nearly :-)) the same everywhere - but for FOREX it
> can be real different.
>
> There is not such thing as VOLUME or OI on that market at all - for days you
> have it - BIN IT !
>
> rgds hans
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