another bug/ feature

NexusFi · 2014-10-09T08:19:56-04:00

If you try to construct daily charts from intraday data (d 1-0-0), you see that sierra can not handle weekend breaks in conjunction with session times. why is this important ? many reasons, eg if one needs to start the trading session at pit open and still wants to include overnight data (important for golds 24/7 trading reality) if one wants to avoid the antiquated gold fixing times

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Updated October 9, 2014

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another bug/ feature

October 9th, 2014, 08:19 AM	#1 (permalink)
puma zurich Rristocrat Experience: Advanced Platform: Sierra ahRrrr CQG ... Trading: Bund, ES, ... Posts: 964 since Aug 2010 Thanks Given: 7,273 Thanks Received: 1,507	If you try to construct daily charts from intraday data (d 1-0-0), you see that sierra can not handle weekend breaks in conjunction with session times. why is this important ? many reasons, eg if one needs to start the trading session at pit open and still wants to include overnight data (important for golds 24/7 trading reality) if one wants to avoid the antiquated gold fixing times

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Last Updated on October 9, 2014

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