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Date/Time: Thu, 18 Apr 2024 07:05:18 +0000

Post From: Wrong Daily OHLC values on the SPY

[2022-10-05 15:24:39] Link To Thread - Link To Post [Go To First Post]
Techotomy - Posts: 104
My understanding is that the daily OHLC bar covers the trades made during regular trading hours. However, on 04Oct22, the SPY low on the daily is 366.57 while on the lower time-frame, the lowest regular trading hour bar is 372.31 and the lowest extended trading hour bar is 371.92. There is a major daily gap when one doesn't exist on the chart. How can I get the correct daily bar on the SPY that shows the major gap?