I have a question.
Suppose you have two dataseries in a strategy, first one as ETH ES and second one as Z (FTZE), the close for Z (Closes[1][0]) should be NULL in non trading hours of Z. But when I try to reference it from a strategy the Closes[1][0] will return the closing price of the prior session.
Is there any way to avoid this?
I just want to export synchronized dataseries to csv which would put null value at non trading hours.
Your advise is highly appreciated.
Thank you.
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