I want day session data only

[joe55]

Hi,

I am having a problem with TS 2000i adding night session data to my futures contracts and I don't want night session data recorded. I have checked the symbol editor for session times and everything is set so that it will only record day data but I still get night session tacked on.

Example:

GC M4 day session opened at $395.40 at 8:20 today as shown on my eSignal GC M4=2 chart. However in TS2000i my GC M4 chart shows $397.50 open (which is the open if you include night data also) and I want my TS chart to chart day only. Session time is set to record from 8:20 to 13:30 each day. This is really throwing a monkey wrench into my strategies. Can somebody please help me remedy this situation.

Thanks in advance.

Joe

[ACM]

Joe
I just ran a download and that is not what I am seeing at my end when using that symbol.
Attached are two charts, one 5 minute intraday and the other daily where the values match exactly those on eSignal charts (395.5 intraday open and 395.4 for the daily bar as shown in the Data Window).
Session settings in GlobalServer are 08:20-13:30, offset of both Local time and Exchange time from GMT is -5.
Alex

[joe55]

Day session data only

Thanks for the input. I noticed you used GC M4=2. Did you have to create that symbol to avoid getting overnight data added to the day session data?

I have been using GC M4=2 on my eSignal chart but have been using just GC M4 in Tradestation and just placed the session breaks where I wanted them thinking that that would keep TS from gathering data from the night session. After seeing your charts I am assuming that using GC M4 isn't going to work for what I want.

How did you create that symbol GC M4=2? Did you just create a new one and then give it all the properties of GC M4 and connect the symbol?

I have attached my daily chart in this reply if you want to look at it and will post the 5 min. in a reply below this one.

[joe55]

5 min. chart

Here is the 5 min. chart.

[ACM]

Joe

I noticed you used GC M4=2. Did you have to create that symbol to avoid getting overnight data added to the day session data?

It depends on which resolution you are referring to. If intraday then no, that is not necessary because the Session settings in GlobalServer will take care of that. In fact I had the same intraday values when using GC M4 as the symbol.
With the daily bar the situation is different. If you are using GC M4 then the daily values will be the ones that include the ETH session.

How did you create that symbol GC M4=2? Did you just create a new one and then give it all the properties of GC M4 and connect the symbol?

No, I first created the GC M4 symbol using Add from Dictionary (to simplify the process) then I just changed the symbol once it was in Portfolio.
Alex

[joe55]

Thanks

Just wanted to write thanks for all the help. I have been wanting to use daily charts without the overnight session data affecting the O/C/H/L values for day only charts. Now I know how.

Thanks,

Joe