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I'm pretty sure that this is because data1 has session hours of
9:30-4:00 EST and data2 is 8:30-3:15CST.
The extra 15 minutes are the problem, but they shouldn't be
because I only need the open and close on the day of Data2, not
intraday.
My current workaround is to use the SPY instead of SP-CONT, but
I'd rather SP-CONT.
So, I'm still open to suggestions.
Cash
Date sent: Wed, 15 Aug 2001 12:54:17 -0700
From: cash@xxxxxxxxxxx
To: omega-list@xxxxxxxxxx
Subject: Multi-Data chart causes duplicate bar evaluation - how to fix?
> OK, this one is bizarre and I need to figure out how to deal with it. Hopefully, someone can help me.
>
> First, let's start with single data (a stock that closes at 1600):
> Data1: MSFT - 1 minute 7/26/01 - 8/09/01
>
> When I look at the chart on 7/26/01, I see that the last bar for the day has a time of 16:00. As it should.
>
> Now, I add a symbol with slightly different session times and I have a multi-data chart with 2 symbols:
> Data1: MSFT - 1 minute 7/26/01 - 8/09/01
> Data2: SP-CONT - daily 5/29/01 - 8/09/01
>
> Now, when I look at the chart on 7/26/01, I see that the last bar for the day for MSFT has a time of 16:01 (this is an additional bar that wasn't on the single data chart). And I see the bar for SP-CONT for the day sitting at 16:15. On 7/27/01, I see
> that the last bar for the day for MSFT has a time of 16:02.
>
> I set up a simple strategy because I need to determine the end of the day. This is the signal code (it's only one line):
>
> print("BarNumber: ", BarNumber:0:0, " Date: ",ELDateToString(date)," Time: ",time:0:0);
>
> And this is a clip of the pertinant results I described:
> . . .
> BarNumber: 337 Date: 07/26/2001 Time: 1557
> BarNumber: 338 Date: 07/26/2001 Time: 1558
> BarNumber: 339 Date: 07/26/2001 Time: 1559
> BarNumber: 340 Date: 07/26/2001 Time: 1600
> BarNumber: 341 Date: 07/26/2001 Time: 1601
> BarNumber: 341 Date: 07/26/2001 Time: 1601
> BarNumber: 342 Date: 07/27/2001 Time: 931
> BarNumber: 343 Date: 07/27/2001 Time: 932
> . . .
> BarNumber: 616 Date: 07/27/2001 Time: 1559
> BarNumber: 617 Date: 07/27/2001 Time: 1600
> BarNumber: 618 Date: 07/27/2001 Time: 1601
> BarNumber: 618 Date: 07/27/2001 Time: 1601
> BarNumber: 618 Date: 07/27/2001 Time: 1601
> BarNumber: 619 Date: 07/31/2001 Time: 931
> BarNumber: 620 Date: 07/31/2001 Time: 932
> . . .*END OF RESULTS*
>
> SO, When I look at the intraday data for MSFT in the global server, the last trade on these days
is at 1600.
>
> Now my question is, what can I do to use these two symbols and not have the repeating bar evaluat
ions at the end of the day?
>
> TIA,
>
> Cash
>
>
> "Buy Low, Sell High"
> (If this statment is used for financial gain, I am entitled to 10% of all profits. ;) )
>
"Buy Low, Sell High"
(If this statment is used for financial gain, I am entitled to 10% of all profits. ;) )
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