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Date/Time: Thu, 02 May 2024 18:04:28 +0000

Post From: Issue with Pivots

[2020-11-06 19:42:36] Link To Thread - Link To Post [Go To First Post]
Sawtooth - Posts: 3990
Why not 16:00? Because 16:14:59 is the End Of Day, and accurate pivots use the EOD time of the previous day. https://www.cmegroup.com/trading-hours.html#equityIndex (CME times are Central, not Eastern) Also, because Sierra's bar timestamp is at the Open, the EOD end time is 1 second less, e.g. 16:15:00 needs to be 16:14:59. This is necessary so that the values are not later than 16:15:00 because the 16:15:00 bar contains data after 16:15:00.