Tweet
Anyone got a nice quick piece of code for detecting the first bar in a new futures session (ie at 4:30pm CST), for 24hr data.
I'm just wondering what is the most efficient use of getHour(0), minute etc, not worried about auto-detection of different sessions for different exchanges and timezones etc.
I would like it to work for non-minute bars (Volume etc), even though they will obviously straddle the start - or at least I assume they do, would be nice to have a new bar start with the new session.
I'm just wondering what is the most efficient use of getHour(0), minute etc, not worried about auto-detection of different sessions for different exchanges and timezones etc.
I would like it to work for non-minute bars (Volume etc), even though they will obviously straddle the start - or at least I assume they do, would be nice to have a new bar start with the new session.