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» Futures daily bars
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| Author | Topic: Futures daily bars (1 messages, Page 1 of 1) |
 xvz -Interested User- Posts: 13 Joined: Mar 28, 2022 |
Posted: Jul 28, 2022 07:33 AM
Msg. 1 of 1
Hi,
I have a question. For example let's look at daily bar QGCZ22 - Gold Future December 2022. As we see from documentation, this instrument work from 18:00 till 17:00 Daily bar 2022-07-27 . Have: Close - 1737.5 Hour bars 2022-07-27. Have: 13:00 Close - 1738.6 16:00 Close - 1751.3 None of them matches. The same thing with Open values. My question is: How the daily bar is collected ? |
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