SPY intraday wrong
Author: MikeCaron
Creation Date: 11/20/2008 6:39 PM
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MikeCaron

#1
I ran WL5 today using 1 minute intraday scale with 12,000 bars of back data with streaming enable. This seemed to work fine all day long and SPY continued to post data until 4:15ish.

I then shut down WL5 and restarted it a couple of hours later after dinner. I brought up SPY and looked at 4 pm in a plain chart window, no strategy associated with it. To my surprise, last 17 minutes before 4:00 pm shows very little volume per minute. I believe somehow the data downloaded during the streaming mode has been somehow time synchronized back to 4 pm.

Any thoughts on this? I tried to update the data using the Data Manager but it would not update this symbol.

http://www.mikeandjudycaron.net/pmwiki/pmwiki.php/Main/Junk (Temporary link until I figure out how to attach an image)
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Cone

#2
The streaming was fine, but that's a static chart exhibiting the problem, right?

QUOTE:
I believe somehow the data downloaded during the streaming mode has been somehow time synchronized back to 4 pm.
Interesting observation. I'll try to duplicate it after market hours today.
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MikeCaron

#3
Hi Cone, that is correct -- streaming was fine. It was only later in the static chart that the problem showed up after market hours.
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Cone

#4
Duplicated this problem just as you said. I'd appreciate it if you would create a ticket for follow up. Thanks.