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Direct MessagesDate/Time: Sat, 27 Apr 2024 20:58:15 +0000
Time intervals for building a market profile.
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| [2017-06-21 01:33:23] |
| 2garin - Posts: 184 |
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Good day, support. All belong to the "E-mini S&P 500 Futures". 1. For the correct construction (night / day) of the profiles (market / volume), what time intervals should be applied? Night 15-30 to 8-30. Daytime 8-30 to 15-15 (in Chicago). Night 17-00 to 8-30. Daytime 8-30 to 16-00 2. When is the closing of the day bar formed? On the screen, the day bar (from the left) and the end of the afternoon session for June 20. |
1q.png| [2017-06-21 01:42:02] |
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1. Either of these are fine. But for the Evening Session use an End Time of 08:29:59. 2. The official start of the new trading day for daily data should be at 18:00:00 US Eastern time. Also refer to: http://www.sierrachart.com/index.php?page=doc/helpdetails12.html#h12.10 Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
| [2017-06-21 02:10:44] |
| 2garin - Posts: 184 |
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1. ... But for the Evening Session use an End Time of 08:29:59.
Transactions committed in the interval 08:29:59 - 08:30:00 are recorded in a (day / evening) session? Date Time Of Last Edit: 2017-06-21 02:11:48
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| [2017-06-21 04:19:41] |
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In the evening session because 8:29:59 also includes all times just before 08:30:00, including milliseconds and microseconds.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2017-06-21 05:10:10
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