Dierk Droth
-Interested User-
Posts: 67
Joined: Aug 11, 2004
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Posted: Aug 31, 2004 05:06 AM
Msg. 1 of 7
Hi, I just downloaded historical data (1-minute bars) for MSFT on 2004-08-30 (yesterday). The frist bar has a timestamp of 09:32, the last bar 16:01. This suggests that 1 minute has to be subtracted (since the trading session goes from 09:00 to 16:00). Here are my questions: - Do I have to subtract 1 minute from the timestamp of 1-minute bar historical data ? - Is this true for any instrument (stocks, futures ...) on any exchange, or will this apply only to a selected subset ? - Does the historical data only hold "in-session" data or include before and after hour trades also ? Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
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skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004
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Posted: Aug 31, 2004 06:53 AM
Msg. 2 of 7
all historic timestamps show the end time of the bar, not the start. Just like tradestation does it
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Dierk Droth
-Interested User-
Posts: 67
Joined: Aug 11, 2004
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Posted: Aug 31, 2004 07:01 AM
Msg. 3 of 7
Yep, that's fine and I appreciate that. But why do they start with 09:32 and not 09:31 and end with 16:01 and not 16:00 ? Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
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DTN_Tim_Russell
-IQ Server Developer-
Posts: 41
Joined: May 3, 2004
DTN Market Access, LLC.
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Posted: Aug 31, 2004 09:12 AM
Msg. 4 of 7
Dierk,
This seems to be a problem with our history retrieval not returning the first datapoint of the day. I'll look into it.
Tim Russell Software Engineer DTN IQ & FinWin
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Dierk Droth
-Interested User-
Posts: 67
Joined: Aug 11, 2004
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Posted: Aug 31, 2004 09:17 AM
Msg. 5 of 7
Tim, Thanks Would be great if you could post a message when the issue is resolved. Regards Dierk Droth www.trademagic.net TradeMagic - Trading at its best
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DTN_Tim_Russell
-IQ Server Developer-
Posts: 41
Joined: May 3, 2004
DTN Market Access, LLC.
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Posted: Aug 31, 2004 12:26 PM
Msg. 6 of 7
This should be fixed now.
Let me know if you have any problems.
Tim Russell Software Engineer DTN IQ & FinWin
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Dierk Droth
-Interested User-
Posts: 67
Joined: Aug 11, 2004
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Posted: Aug 31, 2004 12:49 PM
Msg. 7 of 7
I just checked, works fine now. Thanks for letting us know. Dierk Droth www.trademagic.net TradeMagic - Trading at its best
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