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generating day bars from minute data

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    generating day bars from minute data

    Hi,

    I would like to use the minute data I have to generate "day" bars.

    1) Does NT7 consider minute data with the same date to be part of the day bar data?
    2) What would I need to do if I would like my day bar to take into account minute bars commencing at 8:30am and ending at 2:00am the next morning?

    Regards

    Kay Wai

    #2
    Originally posted by kaywai View Post
    Hi,

    I would like to use the minute data I have to generate "day" bars.

    1) Does NT7 consider minute data with the same date to be part of the day bar data?
    2) What would I need to do if I would like my day bar to take into account minute bars commencing at 8:30am and ending at 2:00am the next morning?

    Regards

    Kay Wai
    looks like creating a custom ImportType is the best way for your needs. Pls see the file @TextImportType.cs in the folder <My Documents>\NinjaTrader 7\bin\Custom\Type\

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