YM H8 daily bar on 01/14 is not correct.
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YM H8 daily bar on 01/14 is not correct
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Christine ,
Thank you for the reply. The daily bar of today (01/15) is not correct either. It seems eSignal just can not build the correct daily bar for the current day after the night trading session starts which results a new bar corresponding to tomorrow.
Before v10, eSignal was not able to build the last bar in the evening either but there was no bar corresponding to tomorrow was drawn. If I remember it correctly, it took the open price of the night session (which should be the open price of tomorrow's bar) as the open price of today's bar, and almost always showed today's bar as a doji (because there is little price difference during the short exchange down period). The last daily bar was not correctly displayed untill the morning of the next trading day.
After I installed eSignal v10, I thought this problem had been fixed because I saw a new bar is drawn in the evening corresponding to tomorrow. Maybe it just never showed the last two bars correctly and I just did not notice it.
Another screenshot is attached.
- Clearpicks
Originally posted by Christine B
clearpicks,
yesterdays (14/Jan) bar for YM H8 / YM #F is indeed incorrect; I passed this on to our engineers who are currently investigating the problem. We are going to correct the data shortly.
thank you for reporting the issue.
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screenshot of YM 1min chart, at 17:50, there is a bar with OHLC all at 12216. At 18:00 there is a bar with
high = 12246
low =12221
On the daily chart,
01/17 daily bar
high = 12256, which is the high at 18:42 on 1min chart
open = 12221, which is the low at 18:00 on 1min chart
low = 12221, which is also the low at 18:00 on 1min chart
close = 12216, which is the price at 17:50 on 1min chart, close is even lower than day's low
01/18 daily bar ( captured at 21:51 EST
open = 12221, which is the low at 18:00 on 1min chart
high = 12290
low = 12221, which is the low at 18:00 on 1min chart
close = 12281
It is obvious that something is wrong.
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