Barry, you may be right re prices for stocks heavily traded pre/post regular hours - but more lightly traded ones can have very misleading prices (or so I think).
Why I want those last trades of the day - The indicators I use are continuous from day to day (ie periods don't just start on 1st AM bar) - that is why I want the last bar to be more complete and don't want an 'extra' bar. So, no it will not make a difference to a trade after 4pm but may make a difference the following day or days. BTW- I found the bar ending at 4:01 pm agrees with yahoo, qp and my rt eod data providers... the bar ending at 4:00 rarely does. This is the why... I guess there is no "how to... Thanks anyway, Dan --- In [email protected], "Barry Scarborough" <[EMAIL PROTECTED]> wrote: > > I am kind of at a loss why you even care. Is it going to make any > difference in your real trades? But then I don't need to understand. > > I checked my db from IB and the eod price does not agree with Yahoo. > IB data agrees on the 1, 5 and 15 min chart at 125.97, the IB day > close was 126 and Yahoo eod was 125.94 as was Scottrade's at 125.94. > > If the securities you trade start before normal open the data before > the open is really necessary for your indicators to tell you the > truth. If you use yesterdays data to 16:00 and then start at 9:30 > your indicators will be off and misleading more than the last minute > of the day not being correct. > > Barry > > --- In [email protected], "monitorit" <monitorit@> wrote: > > > > Thanks anyway Barry. I also have not found a way of doing this. > > But, if I end the database at 1539 (which will have all prices till > > 4pm closing bell), I don't get the real closing price (when > compared > > to eod data) as there are many trades in the last few seconds that > > trickle in over the next minute. So my choice is take that -or- > > change db intraday settings end to 1600 (to get all trades until > > 4:01) and have 1 extra bar in each chart- no matter what intraday > > time interval. -or- change starting time to 931 and have 5&15 min > > bars start 1 min later. I wonder what little trick tradestation > used > > to get those late values into the last bar. > > > > > > --- In [email protected], "Barry Scarborough" <razzbarry@> > > wrote: > > > > > > Stop and think about what time frame expand is doing. If you are > > > expanding a 5 min bar on a 1 min chart then the 5 min bar will > not > > > change until the bar has closed. What you will see is the value > of > > the > > > current bar flat for 5 minutes on the 1 min chart and only when > > that 5 > > > min bar ends and the next one starts will you see a changed > value, > > if > > > there is one. The one minute bar will tell you what the condition > > of > > > the new 5 min bar will be when the new 5 min bar begins. > > > > > > If you add one more minute to the day all you do is start a new > > bar. If > > > you want to go beyond normal hours use 24 hour days, > > View>Intraday>Show > > > 24 hours trading. > > > > > > Barry > > > > > > > > > --- In [email protected], "monitorit" <monitorit@> wrote: > > > > > > > > I can't find a way to expand the time period of the last bar of > > day. > > > > Example: database 1 min bars, mkt hours 9:30 - 15:59... thats > 390 > > > 1min > > > > bars covering 9:30am - 4:00pm. But trades coming in the next > > minute > > > > are truncated. If I change mkt close to 16:00, then I have 391 > > 1min > > > > bars - but worse, a 5 min chart will have 79 bars and 15 min > > chart 27 > > > > bars with the last bar of these longer intervals having 1 > minute > > of > > > > data in that bar. > > > > > > > > Is there a way of having AB stuff an extra minute of data into > > that > > > > last bar (without adding a bar)? TS would give the user a > > preference > > > > re adding those trades that came in shortly after the closing > > bell. > > > > > > > > Thanks for any ideas > > > > Dan > > > > > > > > > >
