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Recording daily data - TT Connection - Evening sessions
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Recording daily data - TT Connection - Evening sessions
When recording data from my TT broker connection, the daily charts update the current day during the US evening session. For example, today 9/10 my daily bar is updating with this evenings prices while it should be updating a new 9/11 bar. This is with version 6.0.1000.5. This may be a known issue but I just wanted to report it to make sure it is known.Tags: None
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That's not what I'm talking about. It seems the daily bar data is recorded based on a calendar day, not a trading day. For example, the trading day of 9/12 started at 6pm EST on 9/11 and ended at 5pm EST on 9/12 for the CME ES. If I am looking at a daily chart tonight after the market has reopened for tomorrow, The daily chart shows the current price instead of the close from earlier today.
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