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  • #1

    close(-1,inv("D")) Returns null

    Hi,

    I am using close(-1,inv("D")) to return the settlement close of the prior day on an intraday study. Prior to 24Nov2008 I get a value of null (This is true for both ES #F and YM #F). I have subscribed to Extended Intraday data and have verified that I am getting data on my chart back to at least 02Jan2008. I am also able to get open and close values back to 02Jan2008 when I use Intraday intervals with the inv() parameter.

    Any ideas what is going on?

    Thanks,
    Greg Schroeder
    Tags: None
  • #2
    Just verified that close(-1,inv("W")) also returns values back to 02Jan2008. Seems it does not work only when using the daily interval.

    Greg

    Comment

    • #3
      Re: close(-1,inv("D&quot) Returns null

      Greg
      See this thread on a similar topic
      Alex


      Originally posted by GregSchroeder
      Hi,

      I am using close(-1,inv("D")) to return the settlement close of the prior day on an intraday study. Prior to 24Nov2008 I get a value of null (This is true for both ES #F and YM #F). I have subscribed to Extended Intraday data and have verified that I am getting data on my chart back to at least 02Jan2008. I am also able to get open and close values back to 02Jan2008 when I use Intraday intervals with the inv() parameter.

      Any ideas what is going on?

      Thanks,
      Greg Schroeder

      Comment

      • #4
        Greg
        The reason you are getting the weekly data filled in is because 300 bars of weekly data [assuming you are using a Dynamic template for that interval] will go as far back as mid 2004 so it extends well beyond the period covered by the intraday data
        Alex


        Originally posted by GregSchroeder
        Just verified that close(-1,inv("W")) also returns values back to 02Jan2008. Seems it does not work only when using the daily interval.

        Greg

        Comment

        • #5
          Alex,

          You are amazing. I don't know how you keep track of all the nuances of programming with efs.

          Thanks for all your help!

          Greg

          Comment

          • #6
            Greg
            You are most welcome and thank you for the kind words
            Alex


            Originally posted by GregSchroeder
            Alex,

            You are amazing. I don't know how you keep track of all the nuances of programming with efs.

            Thanks for all your help!

            Greg

            Comment

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