Hi Ali,

The indicators are calculated for the entire duration of the period in
which market data is available, regardless of the trading schedule. The
only thing that trading schedule controls is the time interval when the
onBookSnapshot() method is invoked. If you don't see the indicator values
before the trading schedule starts, the problem is in the indicator itself.
The most likely explanation is that your indicator needs a history of
market data which spans over the trading interval. For example, if you
record from 9am, and the indicator needs 60 minutes of data to calculate
its values, the first calculated indicator value would be at 10am. If you
post your indicator code, perhaps I can spot a problem.

E.


On Tue, Oct 7, 2014 at 1:34 AM, Ali Farahani <[email protected]> wrote:

> Hello Eugene,
>
> I am using the Trading Schedule of:
>
> TradingSchedule tradingSchedule = new TradingSchedule("10:05", "15:25",
> "America/New_York");
>
> The indicator I am using (Force) only becomes available starting at 10:05.
> I am trying to also monitor Force between 9:30 and 10:05, so I changed the
> Trading Schedule (in StrategyES) and added the following exclusion:
>
> TradingSchedule tradingSchedule = new TradingSchedule("09:30", "15:25",
> "America/New_York");
> tradingSchedule.setExclusion("09:30", "10:05");
>
> So I am getting the "Exclusion period must be within trading period in
> trading schedule." message (from TradingSchedule).
>
> Other than modifying the TradingSchedule class OR using 9:31 instead of
> 9:30 in the exclusion statement, is there a better way of accomplishing
> this objective?
>
> Kind regards,
>
> Ali
>
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