... ah Gold, thou dost mock me ...
I am trying to create a continuous backadjusted Gold contract (IB feed). I have set the roll to the more common 5 contracts (re: http://www.multicharts.com/discussion/v ... hilit=gold), however when I examine daily bars they look sparse as if data is 'missing'.
If I change the bar creation to daily created from minute bars, the charts looks much more 'full' and as expected. I tried various settings like changing the session to 24/7 on the data, no improvement. I have also tried reloading the data from the provider.
I was wondering if anyone else may have run in to this and / or if there is some simple setting I am missing.
Image for reference: http://picpaste.com/2014-08-21_06_47_22 ... UhlzvQ.jpg
Gold Backadjusted [SOLVED]
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Re: Gold Backadjusted [SOLVED]
Hello javamarket,
IB provides daily bars as fixed OHLC values with the session settings defined on their end.
For some instruments they have two sets of daily data - "regular trading hours" and "including outside of regular trading hours data".
In QuoteManager go to Tools tab->Data sources ->IB->Settings. Is "Regular Trading Hours" option enabled?
If "Regular Trading Hours" option is enabled-only the data for session hours will be downloaded from the server.
If "Regular Trading Hours" option is disabled-additional non-session data will be downloaded, in case it is provided by IB.
Please make sure the option is set properly in QuoteManager. You need to reload the chart using Ctrl+R after changing the settings.
And as you already know - you can get a daily bar with customized sessions if you use the option "build from minutes".
IB provides daily bars as fixed OHLC values with the session settings defined on their end.
For some instruments they have two sets of daily data - "regular trading hours" and "including outside of regular trading hours data".
In QuoteManager go to Tools tab->Data sources ->IB->Settings. Is "Regular Trading Hours" option enabled?
If "Regular Trading Hours" option is enabled-only the data for session hours will be downloaded from the server.
If "Regular Trading Hours" option is disabled-additional non-session data will be downloaded, in case it is provided by IB.
Please make sure the option is set properly in QuoteManager. You need to reload the chart using Ctrl+R after changing the settings.
And as you already know - you can get a daily bar with customized sessions if you use the option "build from minutes".
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- Posts: 55
- Joined: 10 Jul 2014
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