|
PureBytes Links
Trading Reference Links
|
> Thanks, G. The effect at the beginning of the day is similar/same
> as what I experienced at end of day I suspect.
No, if I understood you right, you're seeing something totally
different.
You're seeing $ADV ticks after 16:00 ET. TS knows the proper closing
time for $ADV and charts it correctly if you only chart $ADV. But
you also chart SP, which goes past 16:00, and $ADV charts as long as
SP does. So you see some $ADV ticks "dribbling in" after 16:00 that
you wouldn't see normally. Those ticks have always been there in
your database, but you didn't see them because TS stopped the chart
at 16:00.
The effect I saw doesn't require two data streams, and it only occurs
with natural hour bars. The effect is that the first bar starts at
9:00 instead of 9:30, even though the symbol session time says it
starts at 9:00.
Gary
|