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Price data out of sync
This goes on from my previous post "can you load 'older price data in EFS"........
That worked thnx
But the closes on the chart with the EFS and another chart with just the $INDU do not match. This seems to be due to the fact that the E-Mini trades for a further 15 minutes and therefore causes the bars to get out of sync.
I've tried using a 'difference factor' in the rawtime, between the two symbols, to get the required bar. This works for the current day but starts going out of sync again the further back in time you look.
Any ideas on how to keep the bars in sync when the two markets have different open/close times?
Another way that I've managed to do this is to create an array of $indu rawtime and close, for all the data that is available the first time that the EFS is performed and then each subsequent time the EFS is called with the E-min bar I search the array for the corresponding bar in the array. This works but it has one draw down in that you have to do a reload of the EFS each time you use it for the first time on any particular time frame.
That worked thnx
But the closes on the chart with the EFS and another chart with just the $INDU do not match. This seems to be due to the fact that the E-Mini trades for a further 15 minutes and therefore causes the bars to get out of sync.
I've tried using a 'difference factor' in the rawtime, between the two symbols, to get the required bar. This works for the current day but starts going out of sync again the further back in time you look.
Any ideas on how to keep the bars in sync when the two markets have different open/close times?
Another way that I've managed to do this is to create an array of $indu rawtime and close, for all the data that is available the first time that the EFS is performed and then each subsequent time the EFS is called with the E-min bar I search the array for the corresponding bar in the array. This works but it has one draw down in that you have to do a reload of the EFS each time you use it for the first time on any particular time frame.
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