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PostPosted: Tue Aug 28, 2012 1:03 pm 
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Joined: Wed Aug 08, 2007 6:32 pm
Posts: 221
Hi,
Is it possible to build bars using exchange times and not locally. Our TT network is on a close system so I cannot sync it with anything and so when i switch from historical data to live data this can cause inconsistencies. Ps I use TickData for my historical data not data stored by OQ hence the problem.


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PostPosted: Thu Aug 30, 2012 11:27 am 
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Joined: Thu Jul 17, 2003 10:39 am
Posts: 1478
Hi,

no, OQ builds bars from trades and quotes, but they have local time only.

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PostPosted: Fri Aug 31, 2012 10:05 am 
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Joined: Wed Aug 08, 2007 6:32 pm
Posts: 221
Is there any work around or solution that you can think of to resolve this issue. Perhaps modify Bars in some way.


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