Hello,
I am trying to get the first bar of the day high and low, and I want it excluding premarket, so the bar from 930.
I want to have 5 minute and 15 minute charts.
I tried using the DateToBarIndex but I cannot use string concatenation to turn the current date + 930.
I tried using IntradayBarIndex which may work but I cannot find a way to determine how many to go back reliably.
I could do a for loop and go back in time until I find a bar at 930 but I feel there must be an easier way.
Anyone have any ideas?
Thanks!