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  • getPreviousTradingDay returning Sunday

    Hi,
    I am using Pivot Console from Chris Kryza and it seems to be using Sunday's prices to calculate Mondays daily pivot levels. I think I narrowed down the problem to getPreviousTradingDay returning Sundays date. Short of rewriting the code, does anyone know what I could to fix this? My thought is I must have a setting different in my version of Esig, otherwise everyone would be having this problem.
    Thanks,
    Jonathan
    PS I am using the latest version of esig, 8.0 Build 782

  • #2
    Jonathan
    With what symbol are you seeing this? I tried it on ES Z6 and it is returning the same pivots based on Friday's bar as PivotPointAll.efs
    Alex

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    • #3
      Hi Alex, Thanks for the quick response!
      I am looking at a AB #F 3m chart. Interestingly, when I switch to a ES Z6 or AB Z6 it appears to be calculating correctly, though the levels on my ES chart do not match yours exactly.

      Could it be a problem with the #f type of symbols?

      Jonathan

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      • #4
        Something else

        Alex,
        Something else wird is going on with the AB#f symbol. On a daily chart, it is showing a bar for Sundays trading. That would explain the pivot calculations.
        Never seen this before and I use the #f symbols almost exclusively....
        Jonathan

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        • #5
          Jonathan
          I am getting the same pivots using either AB #F or AB Z6
          I am not sure as to why you have an additional bar for Sunday. Try restarting both eSignal and the Data Manager and see if that resolves the issue.
          As to your pivots being different from mine on ES Z6 that could happen if you have the forceRTH parameter set to T.
          Alex



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          • #6
            Alex,
            Definitely weird.
            I use some bid/ask functions in real time so can't restart in the middle of the day. I did have esig running all weekend if that might be causing the problem.
            Jonathan

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