Lets say I want 195 minute bars for the interval period. How would one code that to get just the two bars of the trading day for normal US equities. I know I can upscale 5 minute bars but I am trying to debug why a chart package returns different data when both IQFeed and the charting package use DTN.
If I use non trivial time second spans, the start times don't line up with 9:30 to 4 of the standard trading day. Lets say for example 65 minute bars that evenly divide into the standard equity time span. Using IQFeed I get bars that start with the first trade of the day outside of the 9:30 to 4 PM trading day.
Lets say I want 195 minute bars for the interval period. How would one code that to get just the two bars of the trading day for normal US equities. I know I can upscale 5 minute bars but I am trying to debug why a chart package returns different data when both IQFeed and the charting package use DTN.
If I use non trivial time second spans, the start times don't line up with 9:30 to 4 of the standard trading day. Lets say for example 65 minute bars that evenly divide into the standard equity time span. Using IQFeed I get bars that start with the first trade of the day outside of the 9:30 to 4 PM trading day.