Wrong Open for custom future  [SOLVED]

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PK1
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Wrong Open for custom future

Postby PK1 » 09 Aug 2012

Regarding a second candle prob with custom future (for ES @ GLOBEX) I came to the problem that the daily candles have a wrong Opening time and depending on the daily run on stocks wrong High and/or wrong Low). The hint to use the 24/7 session template is causing Hokus Pokus on the Chart (in case before the session template was appropriate to the opening times) ... so no good at all ... maybe for forex but not here.

Until this week always I was using 'Use Symbol Dictionary Sessions' which is equal the opening times IB (Dataprovider for my charts) shows in contract detail.
For each weekday the daily bar starts 15:30 which I changed to 15:15.

So the resulting session template is like this:
...
Thursday 8:30 - Thursday 15:15 (Session End)
Thursday 15:15 - Friday 8:30 <---- NOT Used for calculating daily chart
Friday 8:30 - Friday 15:15 (Session End)
...

The following example with Daily charts is double checked on NT and IB:
For the Open-Price for the 27th of August the time 15:15 from the day before is used, hence from 26th of August.

In the session template all lines like the marked one would declare starting day/time for the candle but they don't. So the Opening time is wrong and perhaps the movement in that time .... ???


Btw: As additional information the original problem was that with the prior session template at 15:15 each day the daily candle was duplicated such that the first one is freezed and the second one updated, strange ...

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Henry MultiСharts
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Re: Wrong Open for custom future

Postby Henry MultiСharts » 10 Aug 2012

Our engineers are analyzing this behavior.

PK1
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Re: Wrong Open for custom future  [SOLVED]

Postby PK1 » 16 Aug 2012

the session template now has one line for each day instead of two lines as before and the settings for datafeed IB has been changed to: Checkbox Regular Trading Hours unchecked. Obviously this setting affects the time-range for daily candles. Hardly to guess. But this is working. Thanx for the help to MC.

PK1
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Re: Wrong Open for custom future

Postby PK1 » 31 Oct 2012

Currently I was checking why some days on daily charts were missing (perhaps wrong opening/closing times also). Due to some bugs I had to install MC8 a couple of times, now stumbling again over such wrong chartdata! The reason was the setting for the datasource flag 'regular trading hours' with a new MC installation. The current default setting is not as it should be. Even though one has changed the flag, previous loaded data will stay unchanged until using the reload-feature. Perhaps triggering the reload is not done automatically with a good reason but maybe one hint could be shown when changing the flag that the user can do this on its own.


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