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Hello Omega,
The reserved word HighD returns the high of the day based on the
calendar date starting at midnight. That works ok for pit traded
contracts but is there a newer reserved word that will return the
correct high of the day for the entire session from 15:30 one day to
15:15 the next day as used for the e-mini CME contracts?
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Best regards,
Roger mailto:mailrs@xxxxxxxxxx
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