Data timezone and market hours unviversal

Forums ProRealTime English forum ProOrder support Data timezone and market hours unviversal

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  • #246127

    Hi,

    Does anyone have a method to make the daily data from IG to ProRealTime a standardised format?

    When I adjust the data in the timeframe settings the daily data is still 0000 to 0000. Although on a lower timeframe fine.

    Is there a procedure or setting to have the daily data, market hours adjusted?

    For example on the SPDR S&P 500, Ticker: SPY

    Or whats the standard procedure to do this? For example, say I want to calculate the internal bar strength of the daily candle, for the last 5 daily candles within market hours. This is normally a simple procedure, but with ProRealCode it seems very elaborate? I think I’m missing something obvious.

    #246128
    JS

    Hi,

    At the broker IG, CFDs are used with a “24-hour feed”, which means there are no “Regular Trading Hours” (RTH) or “Extended Trading Hours” (ETH) available (these are available when using broker IB with standardized futures).
    If you still want to work with RTH and ETH on IG, you’ll need to create synthetic candles based on intraday data…

    1 user thanked author for this post.
    #246129

    Many thanks JS, thats what I’ve been doing so far, I was hoping that I  missed something. It can make simple operations elaborate for the data set. If not done, when I standardise a process I’ll post with examples and structure.

    You saved me a lot of time searching.

    1 user thanked author for this post.
    avatar JS
Viewing 3 posts - 1 through 3 (of 3 total)

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