since a few days 2021/02/16 DATE statement returns wrong value in MONTHLY Timeframe.
DAY statements must return the last day of the candle (timeframe Weekly the date of friday, in Monthly the date of the last working day of the month).
but its’ a few day that DAY statement returns random date in monthly statement, sometime first date of the month, sometime first day of the next month, sometime the right date.
I don’t agree with you, we use DATE in indicator since a year, an DATE always returned the very last working day of the candle. DATE change his behavior, it’s a few day, we noticed it yesterday, that
In my opinion, the behaviour you write is not rational: for example, a MONTHLY candle for Ita 40 MIB november 2020, close at 17.30 on the evening of 2020/11/30, not on 2020/12/01.
we expect that in this scenario, DATE returns 2020/11/30, CLOSE return the fixing value registered at close auction end at 17:30 on 2020/11/30 (and in opposition, OPENDATE retursn 2020/11/02 first working date for november and OPEN returns the open value registered at 9:00 on 2020/11/02).
I attach an image that show wrong values returned (see image that show errors and incosistencies) and the simple code use to show it.
Indeed, this date problem exists but only with a short list of instruments. It is about to be fixed.
@Nicolas: i have found this date issue in a lof of instruments, not a few.
@RobertoGozzi: INDEX ITA official market, that i use to example, is open MON-FRY from 9:00 AM to 5:30 PM.
We USE NOT IG DATA, BUT OFFICIAL DATA. OFFICIAL DATA IS OFFICIAL DATA.
@all: i expect that all of us agree that CLOSE DATE, in official data market, MUST IS the date-time of the last exchange on official market, not the date of next working date!
in my example, candle of n0vember 2020 time frame monthly, DATE MUST return “20201130” and CLOSE MUST return the official close rate of the instrument at 20201130 at 17:30 (if the official market close at 17:30), as is been for a long time.
Yes I should not have used “short” but “limited” 🙂
It is about some index Futures and NYSE shares, as far as i know.
European markets (index and share) too.
Do you have a time to fix it?
Do you know a workaround to discover the last working day in a month, while PRT resolve issue?
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