Hello,
I run into a strange problem. I exported 1min NASDAQ (NQM21) bar data from Sierrachart and loaded it to Zorro, first I converted the data to T6 then checked the data with history editor between the two platforms. The 1min bars are generated correctly, I see the same bars as they are in SierraCharts. But when I change the bar period in Zorro to greather than 1min then the bars will look different from the SierraChart bars. There is a 15 minutes break in data from 21:15 to 21:30 (UTC), there are no bars generated during this break. At first I thought that will be the problem, but can't confirm it.
Then I checked the time stamps and it looks like the 60min bars generated by zorro are one hour late from the time stamps in sierra. Maybe because the time stamps for bars in Sierra are the opening times and not the closing times? I tried to add 1 minute offset to the bars with BarOffset but got the same result as before.
I tried various option as set the Start and EndMarket, Start and EndWeek with the corresponding flags but no luck yet.
Can you give me some advice where to start with this kind of problem? What should I read in the documentation? Which options can cause this type of inconsistency? Or is it a normal behavior with data from another platforms? I attached two pictures where you can see the problem.
function run()
{
if(is(INITRUN))
{
BarOffset = 60;
}
asset("NQ_2020_1min_UTC");
set(PLOTNOW);
}Thank you for your help!
