Bars.PercentComplete / NT8 B7:
Not working on time based bars in market replay:
Always displays the value 1 (100%) for time based bars. Tested for second, minute and daily bars. Works with tick bars and volume bars.
Daily bars:
It works on daily bars, but produces false results, as it does not take into account the instrument session template. The only thing that it seems to display is the progression of the local calendar day.
Examples:
It is 10:37 PM local time. PercentComplete shows a value of 94.53% for all instruments. This does not make sense.
-> EUREX is closed FDAX is 100% complete but the value shown is 94.53%.
-> ES will close in 20 minutes, based on 1440 min bars it is 98.67% complete, but the value shown is 94.53%
It seems that percent complete is only based on the time of the local calendar day. So it tells me that 94.53% of the time from midnight local time to midnight local time has already elapsed. This information is not useful. What I would like to know is which percentage of the trading day - based on instrument settings - has already passed.
I agree that this issue would not have a high priority.
Pressing F5 increases the tick count and the value of Bars.PercentComplete.
This only a problem for users who are pressing F5 all the time.
Not working on time based bars in market replay:
Always displays the value 1 (100%) for time based bars. Tested for second, minute and daily bars. Works with tick bars and volume bars.
Daily bars:
It works on daily bars, but produces false results, as it does not take into account the instrument session template. The only thing that it seems to display is the progression of the local calendar day.
Examples:
It is 10:37 PM local time. PercentComplete shows a value of 94.53% for all instruments. This does not make sense.
-> EUREX is closed FDAX is 100% complete but the value shown is 94.53%.
-> ES will close in 20 minutes, based on 1440 min bars it is 98.67% complete, but the value shown is 94.53%
It seems that percent complete is only based on the time of the local calendar day. So it tells me that 94.53% of the time from midnight local time to midnight local time has already elapsed. This information is not useful. What I would like to know is which percentage of the trading day - based on instrument settings - has already passed.
I agree that this issue would not have a high priority.
Pressing F5 increases the tick count and the value of Bars.PercentComplete.
This only a problem for users who are pressing F5 all the time.
Comment