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  • Time Interval Problem or Bad Tick?

    Hi all.
    I made a custom time interval to display only those ticks during market hours. The interval config is:

    Type: Intraday Default
    # Days: 0
    Start Time: 9:30
    End time: 16:00

    If I bring up a 60 minute candlestick chart of KSS, the 2/27/08 15:30 candle seems to have a bad tick ($42.89).

    I'm trying to determine if my time interval has a bug (should I only go to 15:59?) or if this is indeed being reported incorrectly. I think it may be the latter as that tick doesn't seem to show up on a 15 minute chart with the same time interval selected.

    Thanks for any guidance.
    nall.

  • #2
    Re: Time Interval Problem or Bad Tick?

    nall
    At this time eSignal does not truncate an interval based on the End time set in the Time Template so the 60 minute bar of 15:30 will include all data from 15:30:00 to 16:29:59.
    I believe some users have requested this be changed and as far as I know eSignal has indicated that it will look into this for a future release. You may want to submit a suggestion by selecting Customer Support-> Make a Suggestion from the main menu of the eSignal application.
    The only solution I can think of at this time is to use an interval that fits exactly in the trading session. The closest one would be 65 minutes which would give you 6 bars per day all covering the same exact time span and a closing value that matches the other intraday intervals.
    Alex


    Originally posted by nall
    Hi all.
    I made a custom time interval to display only those ticks during market hours. The interval config is:

    Type: Intraday Default
    # Days: 0
    Start Time: 9:30
    End time: 16:00

    If I bring up a 60 minute candlestick chart of KSS, the 2/27/08 15:30 candle seems to have a bad tick ($42.89).

    I'm trying to determine if my time interval has a bug (should I only go to 15:59?) or if this is indeed being reported incorrectly. I think it may be the latter as that tick doesn't seem to show up on a 15 minute chart with the same time interval selected.

    Thanks for any guidance.
    nall.

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