My gosh it depends on the exchange you
are query from
I was doing NYSE, I will try BATS now....
On 3/15/2022 11:11 PM, Colin B Maharaj via groups.io wrote:
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So this is what I get (below) if I do a 5 min for Tesla
15-Mar-2022 (today)
I am actually graphing this and (thinking there is a bug) but it
does not
match with both Trader Work Station (fat client) and Trading View
(web)
e.g. the close of the first candle (green) in trading view or TWS
is higher than the
next opening candle (red) but if you look below, the returned
query shows
differently via the historical market data query.
date????????????? , open??? high??? low???? close
20220315? 09:30:00, 774.65, 782.58, 773.11, 779.78,
779.283, 26, 23, false
20220315? 09:35:00, 779.92, 779.92,
772.47, 772.53, 776.11 , 15, 15, false
20220315? 09:40:00, 772.68, 773.99, 760.16, 762.37,
765.715, 27, 25, false
20220315? 09:45:00, 764.07, 764.19, 757.24, 757.24,
761.163,? 7,? 7, false
20220315? 09:50:00, 764.12, 765?? , 762.23, 762.31,
763.784,? 8,? 8, false
20220315? 09:55:00, 763.44, 771.18, 763.43, 769.52,
768.097, 14, 13, false
..
..
hovering over the first 5min candle in TWS for the day (15-Mar),
shows...
3/15 9:30?? H: 783 ? ? ? L: 772.21????? C:779.21
any suggestions?
