Also I have a qestion about day transition.
Here is what provides FMP
{
"date": "2023-02-14 09:35:00",
"open": 151.36,
"low": 151.19,
"high": 151.78,
"close": 151.66,
"volume": 1612892
},
{
"date": "2023-02-14 09:30:00",
"open": 152.12,
"low": 151,
"high": 152.25,
"close": 151.35,
"volume": 2833744
},
{
"date": "2023-02-13 16:00:00",
"open": 153.84,
"low": 153.66,
"high": 153.85,
"close": 153.75,
"volume": 2520268
},
{
"date": "2023-02-13 15:55:00",
"open": 153.61,
"low": 153.5646,
"high": 153.86,
"close": 153.84,
"volume": 2178458
}
And on the graph in WL I can see 2023-02-13 16:00:00 candle and 2023-02-14 09:30:00 is not drawn completely. Is it wright behavior?
Here is what provides FMP
{
"date": "2023-02-14 09:35:00",
"open": 151.36,
"low": 151.19,
"high": 151.78,
"close": 151.66,
"volume": 1612892
},
{
"date": "2023-02-14 09:30:00",
"open": 152.12,
"low": 151,
"high": 152.25,
"close": 151.35,
"volume": 2833744
},
{
"date": "2023-02-13 16:00:00",
"open": 153.84,
"low": 153.66,
"high": 153.85,
"close": 153.75,
"volume": 2520268
},
{
"date": "2023-02-13 15:55:00",
"open": 153.61,
"low": 153.5646,
"high": 153.86,
"close": 153.84,
"volume": 2178458
}
And on the graph in WL I can see 2023-02-13 16:00:00 candle and 2023-02-14 09:30:00 is not drawn completely. Is it wright behavior?
Rename
No, it's not. It looks like FMP timestamps the data as end-of-bar whereas provider makes the opposite assumption (usually, data vendors timestamp their data as start-of-bar). We'll get it corrected in upcoming build.
On second thought, isn't there some contradiction in the data: while the 4pm bar is reasonably the final bar of day, how do we treat the 09:30am bar then - as premarket? Shouldn't 5-minute bars be timestamped 9:35 to 16:00 (end of bar) or 9:30 to 15:55 (start of bar)?
If the timestamp is end-of-bar, the 09:30 bar is premarket data.
However, the data for AAPL shown above is timestamped START-of-bar.
The FMP Provider is doing it correctly - the 09:35 bar is the first bar of the day. It covers trading from 09:30:00.001 to 09:35:00.000
However, the data for AAPL shown above is timestamped START-of-bar.
The FMP Provider is doing it correctly - the 09:35 bar is the first bar of the day. It covers trading from 09:30:00.001 to 09:35:00.000
Thanks Robert. So is the 4pm bar aftermarket then?
Correct.
The "date": "2023-02-13 16:00:00" bar of data shown above is the data from 1600 to 1605
The "date": "2023-02-13 16:00:00" bar of data shown above is the data from 1600 to 1605
A 4:00pm bar in WL should cover trading from > 3:55pm to 4:00pm inclusive.
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