Hi there. I am using NT7 through eSignal. I have instructed the charts to download the whole contract for ES (S&P e-mini) Sep15 from its very beginning (June 2014) in "Daily" format, so the current last bar is always live / in real time (so they are historical, classic EOD data only until yesterday and today is always live), and that works ok.
The problems start when I want to aggregate the daily bars into "N-day" bars, still with the last, current bar live / in realtime: the first part of data is ignored, although I have instructed the charts to load the whole history from a date well before the first trading date. Specifically, if I want to build a 2-day bar series (for example), the first day of the series is ignored. If I want to build a 4-day bar series, the first 2-day bar is ignored, and so on.... Clearly the daily, the 2-day and the 4-day are not in synch in this case. I suspect it has something to do with the timestamp at the close of bars rather than at the open, but I am scratching my head... Any suggestions?
Thanks for your help.
The problems start when I want to aggregate the daily bars into "N-day" bars, still with the last, current bar live / in realtime: the first part of data is ignored, although I have instructed the charts to load the whole history from a date well before the first trading date. Specifically, if I want to build a 2-day bar series (for example), the first day of the series is ignored. If I want to build a 4-day bar series, the first 2-day bar is ignored, and so on.... Clearly the daily, the 2-day and the 4-day are not in synch in this case. I suspect it has something to do with the timestamp at the close of bars rather than at the open, but I am scratching my head... Any suggestions?
Thanks for your help.
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