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Q: I have Day Session (only) checked on Chart Properties, so why is the daily chart even showing an after hours bar?
Is this true for both your eSignal and DTN data, that the daily bars include after market trades?
Do you think the other major charting vendors include after market trades in their daily bars?
A: All charting services and all data vendors use exchange official range values. The official values are all session data. Some vendors like eSignal have invented a separate different symbol that uses as a daily bar just the day session. An example special symbol on eSignal would be SP Z5=2 where the =2 is the tag for this unique day session daily bar symbol. Day Session Only is a property used only by intra-day charts. It includes or excludes evening session bars from being included in the display set. A daily, weekly and monthly chart ALWAYS include the evening session as part of the daily range. The daily open is always the evening session open. The daily close is always the day session close. The daily bar is always time-stamped with the date when it closes.
The daily bar for the ES with a time stamp for 11-30 correctly begins on the 29th at the start of the 2nd session open. The evening session is part of the daily bar for the following day. What you see is correct. When the time is past the start of the evening session, Ensign will step sideways on the chart, and start a new bar with tomorrow's date for the bar.
The workaround is to chart an intra-day bar whose time frame is the number of minutes in the day session. For ES #F chart a 405 minute bar and have the Day Session Only property checked on the chart's property form. Last modified 1/30/08 2:19 AM |
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