SP H3 Day High vs 24hr High

[philtong]

For example, 2/20/2003 SPH3 high was 849.30 for the day starting at 9:30 EST. High for the 24hr day was 851.80.

Using:

...
vSymbol = getSymbol();
vSymbol += ",D";
...
day0 = new Date(2003, 1, 21); //feb 21
day1 = getPreviousTradingDay(day0);
vIndex = getFirstBarIndexOfDay(day1, vSymbol);
vH = getValueAbsolute("High", vIndex, vSymbol);

vH value is 851.80 (NOT what I need).
What code do I need to get the regular day high (849.30)?
Thank you in advance.

[philtong]

add'l comment

btw...
this is true whether you are using Daily or 60min or 30min chart.

[ACM]

philtong
In the specific case of SP (and other CME products) probably the simplest solution would be to use the pit session only symbol ie SP H3=2.
However, that does not solve your problem when it comes to instruments that do not have specific symbols for the various sessions.
Alex

[Doji3333]

Getting the high for the session...

Phil,

The only way I know to do this is to calculate the high as you are stepping through the daily data..

I wrote a routine that recorded the OPEN of the day based on a Time-Template. I have converted this to record the HIGH of the day.. Check it out If it can help you great - if you have more questions, please let me know.

Brad

var vLastCompDay = 0;
var DailyHigh = 0;

function main() {
     var CompDate = new Date();
     var CompDay;
     var CompHour;
     var CompMin;
   
      CompDate = getValue("Time", 0);
      CompDay = CompDate.getDate();
      CompHour = CompDate.getHours();
      CompMin = CompDate.getMinutes();
    //  Set the hour and min variables to the start of trading in your time zone.
     if ((CompDay != vLastCompDay) && (CompHour == 9) && (CompMin == 30)  ) {
       vLastCompDay = CompDay;
      //  Reset Daily high to a negative number. - so next high price is going to adjust this value.
       DailyHigh = -99999;
     }

    DailyHigh - Math.max(DailyHigh,high());
} 

Of course, this routine will continually adjust the DailyHigh variable to the actual Daily high of the current day. If the market makes new highs through the trading session, the DailyHigh number will change to these levels.

Hope this helps..

Brad

[Doji3333]

Correction....

That last line should read...

DailyHigh = Math.max(DailyHigh,high());