Export to ASCII with hour ending on 10:30, not 10:00
Author: Harapa
Creation Date: 7/15/2020 9:54 AM
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Harapa

#1
http://www2.wealth-lab.com/WL5WIKI/kbExportDataFromWL5.ashx
Prior to current WL version this routine used to export hourly data as on the hour xx:00 but now it is doing it as Open + 1 hour or xx:30.
Similarly, chart function also displays hourly data as xx:30 when upscaling from a lower time frame data source (non fidelity).
How can I regain this functionality?


Using V 6.9.24.4

I have used code shown in #4 to export data to a CSV file. Before today the snippet was producing Hourly data series ending on the hour (xx:00...a common format) for non fidelity input data series but today it exported data as open +1hr (first hour at 10:30EST...fidelity format).

I also noticed the hourly charts are also displaying fidelity format even though input data is from non fidelity sources. Previousally, I was getting hourly chart from non fidelity sources as xx:00 and fidelity as Open+1hr.

How can I export hourly data in xx:00 format (for non fidelity sources)? My current source is from MetaTrader or a CSV file.
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Eugene

#2
Do not get confused. Current version does not have to do with this. It's always been like that. Period.

Unlike the Fidelity static provider, MetaTrader/ASCII providers support the Market Manager. I believe you can use a trick described in this topic to change the end of hour time:

Intraday bar compression is unexpected, post #5
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Harapa

#3
I created a new group in the Market Manager and set Open as 09:00 in the market manger. Now it works for all symbols in the set but AAPL(only outlier among 100+ symbols).
Open @ 09:29 or 09:31 didn't fix the issue.

SPX
QUOTE:
2020.06.29,10:00,3018.59,3025.67,2999.74,3015.68,3348
2020.06.29,11:00,3015.62,3043.61,3015.62,3035.57,4171
2020.06.29,12:00,3035.68,3043.21,3030.29,3037.17,2887
2020.06.29,13:00,3037.09,3047.78,3037.09,3043.58,2657
2020.06.29,14:00,3043.66,3049.97,3042.23,3046.17,2423
2020.06.29,15:00,3046.18,3048.04,3037.01,3039.14,2550
2020.06.29,16:00,3039.24,3053.52,3032.27,3053.52,5221


AAPL
QUOTE:
2020.06.29,10:30,353.25,357.52,351.28,357.21,6968004
2020.06.29,11:30,357.23,359.86,356.80,359.67,3860068
2020.06.29,12:30,359.71,361.26,359.45,361.19,3381201
2020.06.29,13:30,361.22,362.17,359.95,360.18,2429945
2020.06.29,14:30,360.13,361.80,359.91,360.53,1845872
2020.06.29,15:30,360.47,360.67,358.52,359.87,2523121
2020.06.29,16:00,359.86,362.03,358.89,362.00,2567479


BTW: This functionality will be enough to have this platform beyond Jul 31.
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Eugene

#4
QUOTE:
Now it works for all symbols in the set but AAPL

Because AAPL is part of "US Equities" (default market in the MM). Set up the MM as exemplified in the KB article.
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Harapa

#5
Actually this may not(?) be a reason for the aberration as there are many overlapping symbols in my data set. But I can live with one outlier.:) Thanks for the help.
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