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Add(PeriodType.Day, 1); // Add a 1 day Bar object (default security), BarsInProgres index = 1
Add("SPY", PeriodType.Minute, 1); // Add a 1 minute Bar object (SPY), BarsInProgres index = 2
Add("SPY", PeriodType.Day, 1); // Add a 1 day Bar object (SPY), BarsInProgres index = 3
-----------------------------------------
When I request:
Print (Volumes[3][0]);
the result is 307MM shares for 7/29. This appears to be the correct value.
However, when I request:
Print (Volumes[2][0]);
from minute bars (onclose) and from
time integers 093100 to 160000 ,
and then sum all values, the result is 236MM, off by almost 25%.
I must be missing a Session concept or some similar element in my code.
BTW, using Kinetic for data and confirming with Yahoo Finance.
Any ideas? Thanks in advance.
Regards.
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