high frequency workfile, 2 sessions in one day
Posted: Sat Jun 04, 2011 6:34 pm
Can I have high freq in an work file, with 2 sessions in one day. Say like some stock markets, the morning section is from 09:30 to 11:30, and the noon session is from 13:00 to 15:00.
the following line not work
so I can only try
then the structure turns to be irregular.
the following line not work
Code: Select all
wfcreate(wf=stock) 10MIN(1-5, 9:30-11:30, 13:00-15:00) 2010-01-01 2010-04-01
Code: Select all
wfcreate(wf=stock) 10MIN(1-5, 09:30-15:00) 2010-01-01 2010-04-01
pagecontract if @hourf<=11.5 or @hourf>=13