Database provider, SQL 1 minute at 16:00
Author: haytac
Creation Date: 9/14/2021 3:50 PM
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haytac

#1
Hi,

Noticed the following for 1 min SQL at 16:00.
a) If I generate SQL after hours using broker's data the 16:00 SQL 1 min has milliseconds: 000.
WL6 is using this 16:00 data for the run in the next session or after hours for this session.

b) If I use SQL 1 min that my code generated from broker's 5 second data it has millisecond ~ 400
WL6 does not use the 1 min data generated for 16:00 ET. Either after hours or the next day.

If I look at the price pane the next session at 10:00 ET say,
15:59 previous session
9:31 this session
...

Could it be that WL6 expects the millisecond to be 000 for the last 1 min SQL bar of the session?
WL6 is using all other 1 min SQL OHLC. Is this the same for WL7 as well?

If you say yes, I will manually update this SQL 1 min data with 000 millisecond.

Thanks!
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Eugene

#2
Hi,

QUOTE:
b) If I use SQL 1 min that my code generated from broker's 5 second data it has millisecond ~ 400
WL6 does not use the 1 min data generated for 16:00 ET. Either after hours or the next day.

Seems reasonable, no? Wealth-Lab timestamps data at end-of-bar so technically this is the 16:01 bar which is ignored by the market hours settings (see Market Manager).
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haytac

#3
That did it. Thanks a bunch!
Always a pain to research SQL statements for odd situations.
Motivation that there is a carrot at the end helps.
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