EFS missing time

[Kardinal]

I'm not sure that this is the correct place for posting...

I had an error in one of my indicators this morning that utilises time as part of its calculation. When I investigated it further, I noticed that there appears to be a gap in time from the overnight ES#f data.

On the 5m chart, between 22:25 (GMT) and 23:00 (GMT) ~= 5pm EST & 6pm EST there is missing data. The 21:15 GMT market settlement closure is correctly plotted.

Is this a data problem, or has this happened before, in which case I need to alter my coding to be able to catch for gaps in 'time' like this?

[ACM]

Kardinal
The gap in data you are referring to appears to be originating at the CME (see the enclosed screenshot from the CME's web page - note that the times in the chart are CST)
Regardless overnight charts on the ES often have time gaps [due to low trading activity] so you may need to account for them in your script if this is sensitive to the time factor
Alex

[Kardinal]

Thanks for this... Has anyone done any EFS coding that checks that the difference between this xMin bar and the previous xMin bar is actually xMins?

[ACM]

Kardinal
Here is one way to evaluate if the time difference between bars is different from the chart interval (assuming a fixed intraday time interval)
Alex

if(rawtime(0)-rawtime(-1)!=getInterval()*60)
        setBarBgColor(Color.yellow); 

[Kardinal]

This is great and works perfectly to fix the error. I ran a simple code test to highlight any examples previoulsy where the time difference was present, and in each case the criteria were not in place for my indicator to have been calculating. I guess this was just one of those 'active' overnight cases where the time gap caused an issue. I've integrated the code and re-run it - so far so good!