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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Futures daily bars
Author Topic: Futures daily bars (1 messages, Page 1 of 1)

xvz
-Interested User-
Posts: 13
Joined: Mar 28, 2022


Posted: Jul 28, 2022 07:33 AM          Msg. 1 of 1
Hi,

I have a question.
For example let's look at daily bar QGCZ22 - Gold Future December 2022.
As we see from documentation, this instrument work from 18:00 till 17:00

Daily bar 2022-07-27 . Have:
Close - 1737.5

Hour bars 2022-07-27. Have:
13:00 Close - 1738.6
16:00 Close - 1751.3

None of them matches.
The same thing with Open values.

My question is: How the daily bar is collected ?
 

 

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