@safreiberg: I've got one final issue to cover to get intra-day data working, though it's working in some form now. I'm running up against the same data splining issue I was having before with weekends and holidays, but now on the hour level. Below is an example:
When I request data every hour, starting at 1PM going back 8 hours, the system says there's no data. That's because there was no stock data at 5AM. Theoretically the system should go back to when trading started (9:30AM) then skip back to when trading ended the previous day (4PM) and keep going until it hits 11:30AM the previous day.
That sucks to code just as much as the day issue. What if there is a delayed start? What if the market closes early? What about timezones for foreign markets? I'm leaning towards keeping the burden on the user (e.g. force them to enter in 25.5 hours to get back to 11:30AM) and leave it be. I think we'd run into too many other issues trying to do it the other way.
@safreiberg: I've got one final issue to cover to get intra-day data working, though it's working in some form now. I'm running up against the same data splining issue I was having before with weekends and holidays, but now on the hour level. Below is an example:
When I request data every hour, starting at 1PM going back 8 hours, the system says there's no data. That's because there was no stock data at 5AM. Theoretically the system should go back to when trading started (9:30AM) then skip back to when trading ended the previous day (4PM) and keep going until it hits 11:30AM the previous day.
That sucks to code just as much as the day issue. What if there is a delayed start? What if the market closes early? What about timezones for foreign markets? I'm leaning towards keeping the burden on the user (e.g. force them to enter in 25.5 hours to get back to 11:30AM) and leave it be. I think we'd run into too many other issues trying to do it the other way.
Thoughts?