Forex exchange sessions and daily bars

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arnie
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Forex exchange sessions and daily bars

Postby arnie » 26 Feb 2009

Hi.

I'm getting wrong forex daily bars and I'm sure that the problem is with the exchange sessions default hours.

Can anyone tell me the correct time for forex markets or at least a session time that produce correct daily bars using IQFeed?

Thank you
Fernando

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arnie
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Postby arnie » 28 Feb 2009

Just to show you the problem that I'm having with forex daily charts.

You can see how the EURUSD.FXCM and the EURUSD.COMP (IQFeed new premium forex service) have problem in different days.

I'm using the default exchange session (EST time). Tried the 24/7 session but no such luck :(

One question, are the daily bars being called directly from IQFeed servers or are they built with the intraday data stored in the database?

If they are being called directly form the servers, may be one solution would be a way to MC disregard the exchange sessions when calling for a daily chart.

Like a IF clause:
If user calls a daily chart then
disregard exchange session;


:idea:
Attachments
EURUSD.COMP.PNG
EURUSD.COMP.PNG (43.37 KiB) Viewed 257 times
USDJPY.COMP.PNG
USDJPY.COMP.PNG (47.76 KiB) Viewed 265 times
EURUSD.FXCM.PNG
EURUSD.FXCM.PNG (38.86 KiB) Viewed 267 times


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