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There have been several communcations with esignal on this forum about the bad $TVOL data on the previous data after about 8:00 AM EST. One of these communcations said the problem was observed and reported to the server folks. Nothing has changed.
I display this as bars on my daily $SPX chart.
What I have done is modify the Vol efs to include picking the value from close, open, high, low or volume. Well,
On the previous day only, "high" must be used as the other fields are zero.
Also when plotting instead of histogram as candles, one sees that the previous day shows as candle whereas the others are dots.
jgr
I display this as bars on my daily $SPX chart.
What I have done is modify the Vol efs to include picking the value from close, open, high, low or volume. Well,
On the previous day only, "high" must be used as the other fields are zero.
Also when plotting instead of histogram as candles, one sees that the previous day shows as candle whereas the others are dots.
jgr