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Intra-day high and low incorrect

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  • Intra-day high and low incorrect

    I am using the the daily high and low function that is already included in Esignal. However, when applied to the AB, using the East Coast RTH time template, the high from friday is totally incorrect. It looks like it is taking the high from the globex session, but thats incorrect. I have attached an image to show what I am looking at. Any help on why, and more importantly, how to fix it would be great.



    -CT
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  • #2
    Nick
    Actually the value shown on your chart is correct because the efs retrieves that value from the daily bar which always includes all sessions Note also that AB has one session only that goes from 15:30 to 15:15 of the following day and eSignal does not provide an =2 symbol for that security.
    If you want to determine the High of the day during user defined times then you will need to calculate that value yourself using intraday data. If you run a search for pivot* you will find some examples on how to do this
    Alex

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    • #3
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