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PostPosted: Mon Nov 05, 2012 12:16 pm 
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Joined: Tue May 03, 2005 9:36 pm
Posts: 136
Location: Sydney
I have a strategy that uses differnt time frames, one is 7 day and one is daily. When i run it on one instrument it all works fine, but when I add another instrument OnBar only gets the daily bars, no 7 day bars are coming through. Any ideas on what could be going on here?


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PostPosted: Mon Nov 05, 2012 12:39 pm 
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Joined: Tue May 03, 2005 9:36 pm
Posts: 136
Location: Sydney
It seems as that OQ is pulling in the daily bars instead of the 7 day bars. When I output the bar size to the console it is showing the daily bars being called twice for each instrument and no 7 day bar.


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PostPosted: Mon Nov 05, 2012 7:21 pm 
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Joined: Tue Aug 05, 2003 3:43 pm
Posts: 6817
Hi,

this sounds pretty strange. Sergey will check this issue tomorrow and let you know. Today is a public holiday here.

Thanks,
Anton


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PostPosted: Tue Nov 06, 2012 5:15 pm 
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Joined: Wed Oct 08, 2003 1:06 pm
Posts: 833
Hi,

Do you have both Daily and 7 Day bars in OQ Database or you are building them from trades/quotes?

Regards,
Sergey.


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PostPosted: Thu Nov 08, 2012 9:14 am 
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Joined: Tue May 03, 2005 9:36 pm
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Location: Sydney
yes I have them both in the database.
I emailed some sample data files to Anton a couple of days ago.


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