OK, it turned out that it was not the last hour being corrupted, but actually the time period where market data appeared every day in the file was inconsistent. So one cannot just cut out a fixed time frame each day from the downloaded data. See my new post for details.
Last edited by Hredot; 02/19/1816:52.
Re: IB M1 historical data - last hour of each day corrupted?
[Re: Hredot]
#471100 02/19/1820:1002/19/1820:10
In symbol details, choose a session template "24/5". Then you will see the full day, regardless of when it actually trades. This will then be comparable to what Zorro downloads.
Re: IB M1 historical data - last hour of each day corrupted?
[Re: Zheka]
#471104 02/19/1821:0502/19/1821:05
Yes, we want. But the concept of 'hard' Sessions is absent in Zorro...
@JCL, is it possible to make StartMarket/EndMarket (with some flag) physically restrict: 1) sampling of the data in TEST/TRAIN/TRADE modes 2) data retrieval from the datasources/brokers..
Thank you.
Re: IB M1 historical data - last hour of each day corrupted?
[Re: Zheka]
#471128 02/20/1809:0802/20/1809:08