Daily interval ignores Time Templates

[davewolfs]

I'm not sure if this is intended functionality or not. But it appears that for futures contracts the selected time template is ignored when the daily interval is selected. This means that all bars will be continuous (gaps will not be shown) even if you have set your hours to be say 9:30 - 4:15 for the ES.

Is this working as designed or should the daily interval adhere to the template?

If I use a time interval of 405 which represents the number of minutes between 9:30 and 4:15 then the time template will be adhered to.

[ScottJ]

You are correct. Time templates are mostly intended for intraday periods and our history servers specifically set the OHLC for each daily bar. I've seen some customers use 390 minute bars to emulate a US equity day period. Might want to experiment like that.

Thx

[JayF]

Dave,

You could also try a daily chart of ES #F=2. The =2 limits the daily charts to 9:30-16:15 ET.