SmartQuant Discussion

Constant Interval Time bars
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Author:  M101 [ Tue Feb 28, 2017 3:12 am ]
Post subject:  Constant Interval Time bars

Hi SQ,

By default it seems that new time bars are only created if new ticks come in.

For example, lets assume I am making 1 minute bars based on the close price of Bid ticks and that:
-During 11:21am-11:22am new Bid ticks came in.
-During 11:22am-11:23am no new Bid ticks came in.
-During 11:23am-11:24am new Bid ticks came in.

The results would make a bar for 11:22am and bar for 11:24am, but no bar for 11:23am.

Is there a way I can override this so that a bar is created for 11:23am (note: I'd want the 11:23 bar to just contain the same Bid tick close data as the 11:22am bar).


Author:  skuvv [ Tue Feb 28, 2017 11:52 am ]
Post subject:  Re: Constant Interval Time bars

You have not data for 11:22am-11:23am so BarFactory not able create new bar.
You can create your own barfactory with the manipulation of prices.

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