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why is it that the day bar at the end of day of a spread chart, for example, MAR - HOT does not reflect the correct high or low as recorded in an intraday chart of 30 min for example?
any ideas....
any ideas....
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jzolty
Spreads are calculated based on the OHLC values of the specific interval that you are plotting. So if you are using a daily chart the spread is based on the daily OHLC values of the individual symbols.
As of version 7.9.1 intraday spreads will instead be calculated on 1 min data so they will appear the same regardless of the interval used. Spreads on daily charts however will still be computed using daily data only.
Alex
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