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Alex,
This is somewhat helpful, but the problem is that Session1endTime is
constant. It doesn't account for shortened days (half sessions) or when
session ending times change (as did after 9/11 for KC, NG, and CL). I
tried writing a function that exported a true/false response after the
dates had changed and then shifting the exported data by one entry. The
problem with that is I could not reinsert the data as another data
stream, TS would not accept it for some reason. Any additional help is
greatly appreciated.
Gabriel
-----Original Message-----
From: Alex Matulich [mailto:alex@xxxxxxxxxxxxxx]
Sent: Monday, July 21, 2003 12:20 PM
To: Gray, Gabriel
Cc: omega-list@xxxxxxxxxx
Subject: Re: Calculating Last Intraday bar
Gabriel:
>Anyone come up with a way to determine if the current or next bar is
>the last of the day, including holidays, for 2000i.
if time = Sess1EndTime then {current bar is last bar}
if TimeToMinutes(time)+BarInterval = TimeToMinutes(Sess1EndTime) then
{next bar is last bar}
--
,|___ Alex Matulich -- alex@xxxxxxxxxxxxxx
// +__> Director of Research and Development
// \
// __) Unicorn Research Corporation -- http://unicorn.us.com
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