Compressing-ASCII-data-to-60-minute-works-differently-in-WL8-vs-WL6

Hi,

In your opinion, what "error" are the bars displayed with in WL8?

Instead of 10.30 it should be 11.00. Instead of 11.30 it should be 12.00.

Got it. Then this is not an "error" but intended behavior. The compressed hours depend on market hours. You probably left it as U.S. Stocks (09:30, 10:30...), right? Try to switch to Moscow Stock Exchange (10:00, 11:00 etc.).

Switched. Does not work. There are no such problems in WL6.

I leave it up to @Glitch to decide whether it's the intended behavior of compressed time series.

Try again with the Moscow exchange and make sure the data is reloaded by clicking the lightning bolt button. 60-minute bars are relative to the market open.

You'll need to identify the symbols with the correct exchange using Market & Symbols if the provider doesn't do it for you. if it's ASCII, yes, you'll need to do that.

Did as you said. Did not work out. It is not clear why periods other than the hour work correctly if you say the American system works.

I am sending you a file so that you can test it yourself.

https://drive.google.com/file/d/1XICMJ7mwhdK3JvXO_HCdNPf5-Z_Wm2wr/view?usp=sharing

Ok, thanks. Looking into it.

Hello!

Another oddity has been found.

Time frame 1 minute.

The last candle is at 23.50. The next candle is 10.01.
Everything works properly.





I change for 15 minutes.
The first candle ends at 23.45. The second candle ends at 0.15. Should have ended at 00:00. The third candle is displayed correctly.







I change for 30 minutes.
The first candle ends at 23.30. The second candle ends at 0.30. Should have ended at 00:00. The third candle is displayed correctly.







I change for 60 minutes.
The first candle ends at 23.30. Should have ended at 23:00. The second candle ends at 1.30. Should have ended at 00:00. The third candle ends at 10.30. It was supposed to end at 11.00 (This problem is described above).

Hi Denis, could you email me the file - dion@wealth-lab.com, thanks!

I have the file. I started by giving it a "sane" symbol name and assigning it to the Moscow Stock Exchange market preloaded in WealthLab. Here are my results with your data with Build 20 -

60 minute bars - on the hour:



The last 1-minute bar on the date you indicated was 11:50 -



... which match the data in your file:

CODE:
SPFB.RTS,1,20191129,234900,142930.0000000,142960.0000000,142920.0000000,142920.0000000,89
SPFB.RTS,1,20191129,235000,142940.0000000,143090.0000000,142910.0000000,143090.0000000,755
SPFB.RTS,1,20191202,100100,143100.0000000,143580.0000000,143100.0000000,143350.0000000,4480
SPFB.RTS,1,20191202,100200,143360.0000000,143490.0000000,143330.0000000,143480.0000000,1998

It looks to me that in your case, the symbol is not properly assigned to the correct market.
How did you set up in Tools > Market & Symbols? Select File > Open WL User Data Folder, find Symbols.txt and copy/paste the record for that symbol here.

It might be related to version WL8. I have build 19 installed. I tried renaming the symbol to SPFB. It did not help. Also I want to be able to save symbols with different names.

What happens if you point the symbol(s) to the "Moscow Stock Exchange" market installed with WealthLab? Is MOEX a copy of that one?

Cone, hello!

Changed MOEX to "Moscow Stock Exchange".

No changes have taken place.

I can't explain it. It all looks to be configured correctly, yet your result is different than mine. I even copied and applied your MOEX market.

I did notice an issue in the compression skipping a midnight bar. I have the item in my queue and will work on it for the next release.