One thing is fixed, but another appeared..

[99: Tue 22-01-04 00:00] 1.12994/1.13020\1.12982/1.13020 -0.00004 opn1=1.12994,cls1=1.13020,Mark1Start=2000,mark1end=1901, market=1,susp=0,noshift=0
[100: Tue 22-01-04 00:15c] 1.13020/1.13066\1.13014/1.13064 -0.00004 opn1=1.13020,cls1=1.13064,Mark1Start=2000,mark1end=1901, market=0,susp=8,noshift=0 <--noshift should be set here
[101: Tue 22-01-04 00:30c] 1.13064/1.13069\1.13039/1.13041 -0.00004 opn1=1.13020,cls1=1.13064,Mark1Start=2000,mark1end=1901, market=0,susp=8,noshift=1
[102: Tue 22-01-04 00:45c] 1.13041/1.13055\1.13040/1.13048 -0.00004 opn1=1.13020,cls1=1.13064,Mark1Start=2000,mark1end=1901, market=0,susp=8,noshift=1
[103: Tue 22-01-04 01:00c] 1.13048/1.13064\1.13040/1.13057 -0.00004 opn1=1.13020,cls1=1.13064,Mark1Start=2000,mark1end=1901, market=0,susp=8,noshift=1
[104: Tue 22-01-04 01:15] 1.13057/1.13089\1.13055/1.13085 -0.00004 opn1=1.13057,cls1=1.13085,Mark1Start=2000,mark1end=1901, market=1,susp=0,noshift=0


Aren't fixes tested at all??


It now works with SPY, but NOSHIFT "ends" 1 bar earlier than market opens:

[53: Tue 22-01-04 12:00c] 479.56/479.63\479.41/479.41 -0.03 opn2=477.76,cls2=477.60, mark2start=730,mark2end=1601, market=0,susp=9,noshift=1
[54: Tue 22-01-04 12:15c] 479.40/479.45\479.27/479.27 -0.03 opn2=477.76,cls2=477.60, mark2start=730,mark2end=1601, market=0,susp=9,noshift=1
[55: Tue 22-01-04 12:30] 479.27/479.33\478.65/478.75 -0.03 opn2=479.27,cls2=478.75, mark2start=730,mark2end=1601, market=1,susp=1,noshift=0 <-- this bar is outside of market hours, yet price series get shifted
[56: Tue 22-01-04 12:45] 478.72/479.05\478.72/478.95 -0.03 opn2=478.72,cls2=478.95, mark2start=730,mark2end=1601, market=1,susp=1,noshift=0


Last edited by Zheka; 04/21/22 14:22.