Data provider stops adding new bars after 4pm
Author: bishop
Creation Date: 4/25/2011 7:15 AM
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bishop

#1
Hello,
I'm experiencing a problem with adding new bars to my 5-minute real-time chart after 16:00 local time (GMT+3).
Before 16:00 there were no any problems with adding bars and every 5-minute I saw a new bar on the chart.

What is the reason of it? How can i fix it and continue to get new bars?
Thanks

P.S. The adapter is not official, it was made by Itinvest company for Russian markets. Trading hours: Day session from 10:00 to 18:45, night session from 19:00 to 23:50. GMT+3.

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Eugene

#2
Hi,

The reason must be that the provider isn't (fully) compatible with WL 6.x.

It's not possible to fix this at your side.
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bishop

#3
All clear, thanks.
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sourkraut

#4
QUOTE:
The reason must be that the provider isn't (fully) compatible with WL 6.x.


In Wealth-Lab .NET » General » Extended Hours Trading.Eugene answered,
QUOTE:
Premarket/afterhours data and extended hour trading are not supported by Wealth-Lab Pro.


I have noticed, that intraday data ends at 4PM (1600), even if the market hours are not over.

I think it is "WealthLab" that decides, when the market ends. Not the provider.
After all, the data just consists of Date/time, OHLCV, doesn't it?

Eb
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Eugene

#5
A data provider can make Wealth-Lab decide when to end the day.

This particular discussion is pretty specific and does not apply to Fidelity intraday data.
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sourkraut

#6
QUOTE:
A data provider can make Wealth-Lab decide when to end the day.
Is this just a matter of which bars are provided? Or is there some other way to signal the end of day?
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Eugene

#7
A data vendor can simply stop providing data past 4PM.

On top of that, WL data providers have the means to support multiple markets for streaming data with their open/close times (and time zones).
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Cone

#8
Market Open/Close Time comes into play here. So it's probably true that Wealth-Lab cuts off a streaming provider from adding bars after 4pm if the provider doesn't tell Wealth-Lab that the Market closes at a later time.
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Eugene

#9
Right, 9:30am to 4pm are the default market open/close settings unless specified in the data provider.
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