Daily candles at pre-open

[traderprofile]

Seems there is a some kind of a bug - I could not get today's candle data at pre-open hours for traded stocks such as MSFT, JNPR etc even if I specify the whole day (start and end time are set to 0)
i.e. RequestHistory('MSFT', 'D', btBARS, 1, 0, 0) returns yesterday data.

But I am able to get such data at pre-open for some other stocks however, such as QQQ today, no matter what period is set: 0 or -1.
i.e. RequestHistory('QQQ', 'D', btBARS, 1, -1, -1) returns today's data.

I suppose there is something connected to local cache - is there is any way to reset it? seems even complete eSignal restart would not help...

BR Harry.

[JayF]

Harry,

This is by design as daily bars for stocks do not typically take into account any pre-market trades. Since you have the benefit of access to the Desktop API, you can access this data though by requesting / processing Time and Sales and building your own daily bars that include the pre-market data.

[traderprofile]

It seems it is not acceptable for me - because building own candles when application start at the middle of the day and receive history for about 500 stocks may take the rest of the day to complete . Checking the local clock to determine the type of request isn't applicable because user may have invalid clock time set which will produce poor results.

Actually I don't need the pre-market data, but would have the similar behaviour for all instruments. The pre-market Volume may be useful however

[GenSpoo]

You don't have to build pre-market candles from time and sales. Just request intraday bars and you'll have to do much less work and it will complete much faster. Try 30 minute bars.

[traderprofile]

It seems to be a solution, but to build real-time data I will need to perform some additional checks however to have cumulative volume properly calculated.

It seems not to be a big deal to me, but I am wondering why I sometime have pre-market response for some stocks? today they are $INDU and SPY - I have the extra bar with date set as of today but the data refer to yesterday's values. And eSignal chart display the same data for my account - the yesterday bar is duplicated today.