Hey jcl,

Thanks for taking the time to look at this (also Spirit).

I re-re-read the bar-related manual pages and checked the forums regarding anything related to skipped bars. For anyone also trying to figure out bar construction, these were threads that I think were semi-relevant:

https://opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=469227
https://opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=468677
https://opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=465646
https://opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=463088

The biggest problem I'm having is that this statement from the manual: "When no price quotes arrive due to market inactivity, no new bars are created." looks conflicting with the results I'm getting in Excel.
There is no market activity at 0630 as shown by the history in this picture: https://imgur.com/a/CFze3wf. There is only activity at 0627 [before StartMarket] and at 0631 and onward. Since there is no activity at 0630, why then is there a new bar created at 0630?

Originally Posted by jcl
When a market opens at 6:30, then there's also a new price at 6:30, and you get a new bar at 6:30. When you set BR_FLAT, you'll get a new bar even without a new price.


That's the thing though, there is no price at 0630 in the above example (again, no market activity activity at 0630 from the history).

In this thread (I know, this was a while ago) https://opserver.de/ubb7/ubbthreads.php?ubb=showflat&Number=463088&page=1, you stated:

Originally Posted by jcl
Bars are skipped when the asset is not traded and there are no price quotes. This depends on the asset, not on your script.


Like in the above picture, the asset was not traded at 0630, therefore why is the bar at 0630 not skipped? Here, https://imgur.com/a/bVE0nag, there is market activity at only 1758 & 1800. There is no market activity at 1759 as indicated by the history on the right, so the bar is skipped. Great, this is what I expected from the manual and what I've been reading. Why then is this behavior not happening at the time I defined as StartMarket (0630)? Instead, Zorro is grabbing the most recently updated price before StartMarket (0630), which is what I want to avoid.

Last edited by bondo1; 10/08/19 10:07.