Hi, I am new to the forum and I have searched but cannot find this problem on here before.
I have an issue with Ice data services (interactive data/ esignal). It is for Australian asx data. It shows a mixture of time stamps for daily bars starting at 9.00am, 9.05 am and no time stamp. Please see example from a backtest below.
Below are the screenshots for the database , intraday and preferences settings. I believe the follwoing settings are correct but maybe I have a setting incorrect?
Maybe I've made a rookie error. any help would be greatly appreciated.
Hi, I have found the issue. In Australia we have daylight savings so I had incorrectly set the start time to 9 to allow for the 1 hour difference during DST. The exchange opens at 10. However amibroker already caters for this, so i think it was picking up some offmarket trades. I haven't deleted the post as it may be useful to someone else. Thanks Steve
Note that not all stocks open at 10:00:00 on ASX. They open in groups, as defined here:
Also, the closing price is derived from the closing price auction between 16:10 and 16:12 - you probably want to include that data point.