Hi , Can we get the timestamp of when the day high value is formed.Means by "ohlc.high" i am getting only day high value .But i want to know at what time this day high value traded? Can someone please guide me.Is there any logic that by using availability tick values that we can find out?
Yes. There are two way. If you are in live market. 1. get current day high and timestamp and store them somewhere lets say day_high and high_timestamp 2. check for condition if current market high >= day_high then a. store current market high in day_high and b. current timestamp in high_timestamp
If you are not in live market. 1. Ping the 1min historical data for current day 2. check following a. loop until you get day_ohlc.high == 1min.high [there may be possibility that more than one candle have high same as day's high ) please count that scenario] b. whichever candle satisfies above condition you can take timestamp of that candle 3. by above procedure you can get timestamp of day_high as close as minute.
Hope this will work for you.
For Indicator based algo softwareor any custom algo-software feel free to get in touch Email : [email protected] Mobile : 9923 587757
If you are in live market.
1. get current day high and timestamp and store them somewhere lets say day_high and high_timestamp
2. check for condition if current market high >= day_high then
a. store current market high in day_high and
b. current timestamp in high_timestamp
If you are not in live market.
1. Ping the 1min historical data for current day
2. check following
a. loop until you get day_ohlc.high == 1min.high [there may be possibility that more than one candle have high same as day's high
b. whichever candle satisfies above condition you can take timestamp of that candle
3. by above procedure you can get timestamp of day_high as close as minute.
Hope this will work for you.
For Indicator based algo softwareor any custom algo-software feel free to get in touch
Email : [email protected]
Mobile : 9923 587757
Thanks,
shivdas_b