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Date/Time: Wed, 15 May 2024 02:57:25 +0000

Post From: Using Daily bars on market replay

[2020-04-07 01:30:56] Link To Thread - Link To Post [Go To First Post]
User629461 - Posts: 162
I need to plot daily bars on market replay and understand the need to use a 1440 min chart. However, I am having some problems: 1 - The labelling of bars is offset by -1 day (ie Friday's bar is marked as Thursday with a start time of 17:15). I assume this is because the start of the evening session marks the beginning of the next 'day' of trading. This is confusing especially when working/thinking across multiple timeframes. 2 - Friday's evening session trading isn't merged with Mondays day session trading and prints as 2 separate bars giving me 6 bars per week instead of 5. Plus, Monday is actually labelled as Sunday so confuses it even further. I am plotting the Mini Hang Seng using SC data with Day and Evening sessions defined per the HKFE specs (9:15-16:30 and 17:15-3:00). Have tried various session start/end times, single sessions, but cant get the result I want. Is there another way to overcome this? Thanks.