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Hi. Yesterday 1/28/2022 I noted that WL was off in timing on the charts 15 minutes. This made things a bit complicated. How did this happen?

Michael
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Glitch8
 ( 14.35% )
- ago
#1
Can you provide some more context? What data provider? What scale? Symbol, screenshot if possible? And, what do you mean by "off" exactly?
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#2
TQQQ and SQQQ. 5 minuted candles that started on active trader pro at 10:20 started on WL at 10:35.
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#3
Another example. It has TQQQ hitting a high on the 5 min candle of 56.07 at the candle closing at 4:10. This should have been 4:00.
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#4
ActiveTrader Pro timestamps data as start-of-bar while WL has always used end-of-bar timestamps.
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Glitch8
 ( 14.35% )
- ago
#5
Hey Michael, as Eugene said, this is just a different convention. WL uses the end of the interval as a bar’s time stamp.
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#6
That's not true about active trader pro. They both do the same. That still would not explain it being off 15 minutes.
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#8
Again, ATP has always timestamped data as start-of-bar. It was even mentioned in the WL5 Wiki FAQ.🤷‍♂️
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#9
Well I just opened up ATP. The first candle of the day shows 9:35 eg. end of the candle stamp. 9:35 for SQQQ shows $45.81. WL shows 45.82 at 9:50. Similar for TQQQ. The other strange thing is that there are no values for before 9:35 even though I have the filter for pre post turned off so those values should be there. I am presuming that this has to do with the data from iQ Feed from DTN? Was weird either way. I have never seen this before.

Michael
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Cone8
 ( 23.73% )
- ago
#10
QUOTE:
just opened up ATP. The first candle of the day shows 9:35
I haven't used ATP in years, but I'm still doubtful that they switched to end-of-bar timestamps. I'd like to actually see some datapoints on that!

You should see that the data from a 9:30 5-minute bar in ATP matches the 9:35 bar in WL7 after 9:35:00.

QUOTE:
no values for before 9:35
Check your IQFeed configuration in the Data Manager. You likely have Regular Session Only checked. The only reason to use RSO is, 1) you never want to collect before/after-hours data, and, 2) to correct the opening tick/bar in intraday data for the session which could include pre-market trades that are reported just after the opening bell.
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#11
No, regular session is not clicked. As I indicated before on the chart itself I right clicked to get to status view and made sure that the pre-market filter was unchecked.

However WL worked just find today matching ATP values. Weird day and not sure why it was the way it was. So all is OK i guess.
'
Thanks for all

Michael
1
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#12
I have not tracked this in detail but noted at the end of the day that on both TQQQ and SQQQ candles that began at 3:45 WL has beginning at 4:00 PM, This is a problem if this tracks throughout the day.

Michael
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#13
Actually appears to go throughout the day, Candle that actually began for both TQQQ and SQQQ at 11:25 Wl posts this entry at 11:40.
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Glitch8
 ( 14.35% )
- ago
#14
Would you mind posting a screen shot like the one below for SPY? Here's my chart for today, 15 minutes. The first bar ends at 9:45 and the last one at 4:00 as expected.

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#15
And another issue. I think I raised this early. On both 5 and 1 minute candles WL does not start till exactly 9:30 even though settings are set to have it access data from across the time span.
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Glitch8
 ( 14.35% )
- ago
#16
Hi again - I'm not seeing these issues you're reporting. That's why I asked if you could post a screen shot to help me understand what you're experiencing. Do you think that would be possible?
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Cone8
 ( 23.73% )
- ago
#17
drjay,
You'll never see a 0930 candle if you're filtering for market hours.
The first 1-minute bar will be 0931.
The first 15-minute bar will be 0945.

Try this. Right click the chart, Copy Price Data, and paste it to Excel or a text editor. Here are the 15-bars bars for SPY from IB for yesterday... compare with yours.

CODE:
"2/4/2022 9:45 AM"   446.35   448.13   445.07   447.72   4683526    "2/4/2022 10:00 AM"   447.71   448.31   446.24   447.19   2982668    "2/4/2022 10:15 AM"   447.17   447.98   446.33   447.78   3089117    "2/4/2022 10:30 AM"   447.78   448.72   446.01   446.07   3021372    "2/4/2022 10:45 AM"   446.08   446.97   444.83   445.2   2966946    "2/4/2022 11:00 AM"   445.19   445.43   444.22   444.7   2828728    "2/4/2022 11:15 AM"   444.71   445.33   443.94   444.1   2647216    "2/4/2022 11:30 AM"   444.12   446.22   443.83   445.83   2933104    "2/4/2022 11:45 AM"   445.83   447.16   445.6   446.98   2620495    "2/4/2022 12:00 PM"   446.98   447.86   446.72   446.84   2253048    "2/4/2022 12:15 PM"   446.86   447.66   446.45   447.32   2064838    "2/4/2022 12:30 PM"   447.34   447.76   447.05   447.42   1529748    "2/4/2022 12:45 PM"   447.47   448.28   446.86   448.09   2053262    "2/4/2022 1:00 PM"   448.08   448.63   447.8   448.56   1883366    "2/4/2022 1:15 PM"   448.56   450.21   448.55   449.83   3722771    "2/4/2022 1:30 PM"   449.84   450.39   449.39   449.75   2211489    "2/4/2022 1:45 PM"   449.76   450.83   449.6   450.71   2088548    "2/4/2022 2:00 PM"   450.71   450.74   449.92   450.64   2288371    "2/4/2022 2:15 PM"   450.65   450.82   449.59   449.99   2381222    "2/4/2022 2:30 PM"   450   450.35   449.32   450.01   2349869    "2/4/2022 2:45 PM"   450.02   451.14   449.85   450.39   2695516    "2/4/2022 3:00 PM"   450.38   451.09   450.05   451.06   2151112    "2/4/2022 3:15 PM"   451.06   452.78   451.03   452.53   3822167    "2/4/2022 3:30 PM"   452.53   452.63   451.65   451.88   2942642    "2/4/2022 3:45 PM"   451.88   452.56   450.72   450.85   3905162.9999999995    "2/4/2022 4:00 PM"   450.84   451.04   448.58   448.73   9146192   

If you're getting data from IB, there should not be a difference (their server farm could have a server with different data, but I've never seen that). If there is a difference, please post it.
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