Getting yesterday's close
Author: dankimel
Creation Date: 9/21/2009 8:30 PM
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dankimel

#1

9/21/2009 8:30 PM

When you are writing a intraday script, in 1-minute scale, how do you access yesterday's closing price.
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Eugene

#2

9/22/2009 1:45 AM

See here for example - Intraday / Multi-Time Frame | Mixing intraday and daily data

The basic idea is to find the 1st intraday bar for today and get the compressed daily close for the preceding bar.
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dankimel

#3

9/22/2009 7:15 PM

OK. Works great. Thanks.
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