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Date/Time: Thu, 02 May 2024 16:38:41 +0000

Post From: Range Bars Closing Mid Bar

[2018-04-24 23:00:16] Link To Thread - Link To Post [Go To First Post]
User104854 - Posts: 441
I've provided a screenshot. Here's the deal. Using these type of bars is nothing new to me. I recently switched data providers and am now using CQG WebAPI and this has to have something to do with it. Previously I was using Gain and never had this problem, ever. I'm using 4 tick range bars open=close like I always have. Once one of these bars closes the 'last' should always equal the high or low of the bar unless new bar on session start is checked which it isn't, nor are these bars that I mention at the start of the session. Now with this new provider I see instances where the last does not equal the high or low. In my screenshot I hovered over the bar to show the chart values. With this particular bar the high is 2708.00, Low 2707.00 and the last 2707.50, right in the middle. Would it make a difference if I use CQG Fix Trading? Maybe there's a setting for this data provider? Please advise.


Range Bars.png / V - Attached On 2018-04-24 22:50:10 UTC - Size: 136.1 KB - 283 views