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TradeStation is exhibiting a weird phenomenon for SOME of
the futures that I follow, and I'm wondering if any folks
on this list can recommend a way to re-format something,
or otherwise address it. The problem crops up on Rel 4.20
TradeStation, and has to do with futures that trade with
both day and evening sessions.
Daily bars will generate as would be expected during the
day session (I am receiving real-time, intra-day data).
Let's say it's now the end of the day session on October
13th - I might have a bar with a range of 2 points,
spanning the low of the day session to the high of the
day session. So far, so good.
But, once the evening session begins, that October 13th
bar loses its day range, and drops in height to the
distance from the low to the high of the evening session
only. Once the morning update takes place, this condition
gets "fixed" - the bar for October 13th (say) would reflect
the total trading range for the day + evening session.
However, while the evening session is taking place, the
day session's range is not reflected.
Note that I have only the day session times filled in in the
Symbol Universe (that is, in the screen you get to from the
Server, by selecting "Tools", "Symbol Universe Setup", "Edit
Symbol"). Perhaps that's part of the problem - do you need
to specify session2 times for all futures that trade an
evening session?
Any suggestions?
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