Now I'm getting some odd results. Maybe you can easily see what's going on here:

 

Code

// This Block of code records the first closing price after 14:30. if (Bars.TimeValue.Hour == 14 && Bars.TimeValue.Minute >= 30 && m_MyBarFlag == 0) { Output.WriteLine("Hour: {0} Minute: {1} Data1 Close: {2} Data2 Close: {3} Settlement Price: {4} Bar Flag {5}", Bars.TimeValue.Hour, Bars.TimeValue.Minute, Bars.CloseValue, BarsOfData(2).CloseValue, Bars.Close.Value, m_MyBarFlag); m_settlementPrice.Value = (Bars.CloseValue - BarsOfData(2).CloseValue); m_MyBarFlag = 1; // This marks that a value was recorded already. } if (Bars.TimeValue.Hour == 14 && Bars.TimeValue.Minute < 20) m_MyBarFlag = 0; // This resets the flag for the next day.

The Output of that code on 30 days worth of tick data:
Hour: 14 Minute: 30 Data1 Close: 93.96 Data2 Close: 93.39 Settlement Price: 93.96 Bar Flag: 0
Hour: 14 Minute: 30 Data1 Close: 93.61 Data2 Close: 93.15 Settlement Price: 93.61 Bar Flag: 0
Hour: 14 Minute: 30 Data1 Close: 93.35 Data2 Close: 92.88 Settlement Price: 93.35 Bar Flag: 0
Hour: 14 Minute: 30 Data1 Close: 93.84 Data2 Close: 93.35 Settlement Price: 93.84 Bar Flag: 0
Hour: 14 Minute: 30 Data1 Close: 93.88 Data2 Close: 93.35 Settlement Price: 93.88 Bar Flag: 0
Hour: 14 Minute: 30 Data1 Close: 94.51 Data2 Close: 93.79 Settlement Price: 94.51 Bar Flag: 0


Why would there not be 30 lines written to output, and why is the settlement price not being calculated?

JHall65 

Now I'm getting some odd results. Maybe you can easily see what's going on here:   Code // This Block of code records the first closing price after 14:30. if (Bars.TimeValue.Hour == 14 && Bars.TimeValue.Minute >= 30 && m_MyBarFlag == 0) { Output.WriteLine("Hour: {0} Minute: {1} Data1 Close: {2} Data2 Close: {3} Settlement Price: {4} Bar Flag {5}", Bars.TimeValue.Hour, Bars.TimeValue.Minute, Bars.CloseValue, BarsOfData(2).CloseValue, Bars.Close.Value, m_MyBarFlag); m_settlementPrice.Value = (Bars.CloseValue - BarsOfData(2).CloseValue); m_MyBarFlag = 1; // This marks that a value was recorded already. } if (Bars.TimeValue.Hour == 14 && Bars.TimeValue.Minute < 20) m_MyBarFlag = 0; // This resets the flag for the next day. The Output of that code on 30 days worth of tick data: Hour: 14 Minute: 30 Data1 Close: 93.96 Data2 Close: 93.39 Settlement Price: 93.96 Bar Flag: 0 Hour: 14 Minute: 30 Data1 Close: 93.61 Data2 Close: 93.15 Settlement Price: 93.61 Bar Flag: 0 Hour: 14 Minute: 30 Data1 Close: 93.35 Data2 Close: 92.88 Settlement Price: 93.35 Bar Flag: 0 Hour: 14 Minute: 30 Data1 Close: 93.84 Data2 Close: 93.35 Settlement Price: 93.84 Bar Flag: 0 Hour: 14 Minute: 30 Data1 Close: 93.88 Data2 Close: 93.35 Settlement Price: 93.88 Bar Flag: 0 Hour: 14 Minute: 30 Data1 Close: 94.51 Data2 Close: 93.79 Settlement Price: 94.51 Bar Flag: 0 Why would there not be 30 lines written to output, and why is the settlement price not being calculated?

i think it has to do, where that code is
i don't see any errors right away

JHall65 

Now I'm getting some odd results. Maybe you can easily see what's going on here:   Code // This Block of code records the first closing price after 14:30. if (Bars.TimeValue.Hour == 14 && Bars.TimeValue.Minute >= 30 && m_MyBarFlag == 0) { Output.WriteLine("Hour: {0} Minute: {1} Data1 Close: {2} Data2 Close: {3} Settlement Price: {4} Bar Flag {5}", Bars.TimeValue.Hour, Bars.TimeValue.Minute, Bars.CloseValue, BarsOfData(2).CloseValue, Bars.Close.Value, m_MyBarFlag); m_settlementPrice.Value = (Bars.CloseValue - BarsOfData(2).CloseValue); m_MyBarFlag = 1; // This marks that a value was recorded already. } if (Bars.TimeValue.Hour == 14 && Bars.TimeValue.Minute < 20) m_MyBarFlag = 0; // This resets the flag for the next day. The Output of that code on 30 days worth of tick data: Hour: 14 Minute: 30 Data1 Close: 93.96 Data2 Close: 93.39 Settlement Price: 93.96 Bar Flag: 0 Hour: 14 Minute: 30 Data1 Close: 93.61 Data2 Close: 93.15 Settlement Price: 93.61 Bar Flag: 0 Hour: 14 Minute: 30 Data1 Close: 93.35 Data2 Close: 92.88 Settlement Price: 93.35 Bar Flag: 0 Hour: 14 Minute: 30 Data1 Close: 93.84 Data2 Close: 93.35 Settlement Price: 93.84 Bar Flag: 0 Hour: 14 Minute: 30 Data1 Close: 93.88 Data2 Close: 93.35 Settlement Price: 93.88 Bar Flag: 0 Hour: 14 Minute: 30 Data1 Close: 94.51 Data2 Close: 93.79 Settlement Price: 94.51 Bar Flag: 0 Why would there not be 30 lines written to output, and why is the settlement price not being calculated?

The reason for this behavior is due to the fact that on certain days there is no bar between , 14:00 and 14:20 that resets the flag. I have modified the code to reset the flag once we are passed midnight, that way the first bar after 14:30 will be captured and trigger the logic.

// This Block of code records the first closing price after 14:30.
if (Bars.TimeValue.Hour == 14 && Bars.TimeValue.Minute >= 30 && m_MyBarFlag == 0)
{
Output.WriteLine("Hour: {0} Minute: {1} Data1 Close: {2} Data2 Close: {3} Settlement Price: {4} Bar Flag {5}",
Bars.TimeValue.Hour, Bars.TimeValue.Minute, Bars.CloseValue, BarsOfData(2).CloseValue, Bars.Close.Value, m_MyBarFlag);

m_settlementPrice.Value = (Bars.CloseValue - BarsOfData(2).CloseValue);

m_MyBarFlag = 1; // This marks that a value was recorded already.
}

if (Bars.TimeValue.Hour < 14 ) m_MyBarFlag = 0; // This resets the flag for the next day.