Support Board
Date/Time: Tue, 24 Mar 2026 06:27:43 +0000
Post From: Merging 2 daily data bars to form 1 bar
| [2023-07-19 22:58:04] |
| User629461 - Posts: 206 |
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My data provider sends daily data with the first day of the week's trading (Monday) split into 2 days - Saturday and Monday (I trade Asian index futures so Friday night/Saturday morning trading belongs to Monday's daily bar). I end up having 6 daily bars per week. Is there a way to merge the Sat data with Monday data (both price and volume) to form 1 daily bar for Monday within SC? Any suggestions?
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