NT v8.0.7.1, Kinetick data, IB Gateway 960.2g
What I found:
1) Break at EOD doesn't seem to work at all
2) The 3:59pm to 4:00pm bar always seems to process on the next day
3) Because of item 2 bar #389 will show as real time when in fact it is not & always making bar #388 the last bar of session instead of #389
4) Days to preload appears to not follow the Trading Hours template for US Equities RTH
Attachments:
IBM - BarCount - Monday.csv (Shows how when Days to Load is set to 1 but the strategy starts on a Monday it doesn't load the last Friday's data but nothing instead since Sunday had no bars)
IBM - BarCount - Tuesday.csv (Shows the result of NOT USING Break at EOD & at how the 4pm bar from Monday is processed as realtime on Tuesday)
IBM - BarCount - Wednesday.csv (Shows the result of USING Break at EOD & at how the 4pm bar from Tuesday is process as realtime on Wednesday)
BarCountTest.zip (Is the strategy created to verify these issues and output the CSV files)
CSV File Layout:
[BarDateTime] [Bar State] [Current Bar #] [Bar Type] [Data Type] [Bar # Since Start] [Actual PC Time] [Break at EOD T/F]
So is it just me or am I mis-understanding how these items work?
Thanks,
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