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Date/Time: Fri, 03 May 2024 20:37:03 +0000



Offical opening price on historical charts

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[2020-03-02 10:32:33]
User549147 - Posts: 2
Hello,

For US Equities data, is it possible to reference the official cash opening price (i.e. 09:30:00 NY Market Open) in a spreadsheet study?

Currently my daily bar (for the current day) updates in real-time with an opening price set during pre-market hours.
Is there a way to limit real-time updates of the current daily bar beginning from 09:30?

If not, what is the most accurate way to reference the 09:30 opening price? Perhaps by referencing an intra-day chart indicator?
[2020-03-02 21:13:55]
Sierra Chart Engineering - Posts: 104368
Use the Daily Open value in cells I/J16. That should begin at 9:30 AM for US equities. We did verify this when using the Sierra Chart Exchange Data Feed.

Another way to do this is through an Intraday chart and setting the session times as you require:
Chart Session Times: Creating Daily Bars with Custom Session Times
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
[2021-07-03 07:25:59]
Shores2021 - Posts: 26
Hi,
Regarding the reference to an open price based on a custom time.
I would like to use this for the Spreadsheet For Trading.

Q1: Is it possible to reference the Open of the bar based on a custom exact time in the Spreadsheet for Trading (for example how to lock and keep a reference to the opening price at 9:30:00am EST
for /YM. The I/J16 keep the reference Open Price for the after hours session starting at 6pm EST.

Q2: Is it possible to use this custom Open Price in Chart Replay Mode? The I/J16 Field gets empty when trying to replay any data.

Thank you very much.
[2021-07-03 09:43:59]
Sierra_Chart Engineering - Posts: 14205
1, 2. Yes this can be done by using this study:
Horizontal Line at Time

That is a very advanced study which should meet your needs and you can always modify it to meet your requirements if it does not quite do exactly what you want.
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, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2021-07-03 09:44:32
[2021-07-03 12:28:13]
Sawtooth - Posts: 3993
If you want to use a spreadsheet formula instead of another study, try this:

Assuming you have a chart bar timestamped with 09:30:00, you can use this formula, e.g. in cell U3:
=IF(MROUND(FRACTIME(A3),1/86400)=TIMEVALUE("09:30:00"),B3,U4)

This rounds the Time of the DateTime to 1 second, then compares it to the timevalue of 09:30:00.
If they are equal, it persists the Open price until the next 09:30:00.
[2021-07-09 06:40:35]
Shores2021 - Posts: 26
Thank you @tomgilb,
Great solution.
Much appreciated.

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