When the data scale is intra-day (e.g. 1 minute) and the data range is given in days (e.g. 5 days), IsFirstBarOfDay() returns false for index 0 even if it is the first bar of the day (9:31am).
Rename
Apparently it's because the timestamp of the first bar of day (9:31am) is greater than the market's open time (9:30am).
But this is a problem only for the index 0.
The first bar of the next day (still 9:31am), say index 390 works fine.
Are you saying that only index 0 compares to the market's open time because there is no previous bar which was supposed to be greater timestamp?
The first bar of the next day (still 9:31am), say index 390 works fine.
Are you saying that only index 0 compares to the market's open time because there is no previous bar which was supposed to be greater timestamp?
That's exactly right! I'm coding a bug fix for this for Build 13. Thanks for bringing it to our attention.
Your Response
Post
Edit Post
Login is required