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Viewing User Profile for: askarali
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Joined: Aug 23, 2021 05:30 PM
Last Post: Aug 24, 2021 10:52 PM
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Post Statistics
askarali has contributed to 5 posts out of 21191 total posts (0.02%) in 984 days (0.01 posts per day).

20 Most recent posts:
Data Questions » Framing update messages by 5 min candles Aug 24, 2021 10:52 PM (Total replies: 7)

OK. I am using similar logic.
But there are fields “Last” and “Most Recent Trade” for price.
Which one can be used as a close price?
Note: for a new candle, this will be an open price.

Data Questions » Framing update messages by 5 min candles Aug 24, 2021 07:57 PM (Total replies: 7)

Do the questions not have any sense?

Data Questions » Framing update messages by 5 min candles Aug 23, 2021 11:17 PM (Total replies: 7)

I think it doesn't make sense what computer time (EST, EDT, UTC, etc) to use.
I just need to create time-frames first and include the updates in them.
But I will use the timestamp of the update messages for this.
Correct?

Data Questions » Framing update messages by 5 min candles Aug 23, 2021 07:06 PM (Total replies: 7)

Thank you for your reply.

What I would like to do is to create candles synced with other software, e.g. Lightspeed Trader, Webull, Tradingview, etc.
To create the timeframes, would it be good to use local time in EST time-zone?
And I will use the "Most Recent Trade Time" field to include the updates to a timeframe.
Correct?

Data Questions » Framing update messages by 5 min candles Aug 23, 2021 05:45 PM (Total replies: 7)

Hello!

I have a question about update messages.
To form 5 min candles from update messages, what time stamp should be used?
Most recent time or time stamp in T messages?

Thanks.


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