Reference opening price of futures market

December 12th, 2018, 12:56 PM

Does anyone know how to reference the opening price of the futures market ? Ie the opening price being the price at the re-opening of the futrues market at 1700 hours.

December 12th, 2018, 01:29 PM

yes it is the first tick of the new day (5 pm CT) or of the day-session open (8:30 am CT for equities)

December 12th, 2018, 02:19 PM

# TD Ameritrade IP Company, Inc. (c) 2011-2018
#

input aggregationPeriod = AggregationPeriod.DAY;
input showOnlyLastPeriod = yes;

def prevPrice = open(period = aggregationPeriod)[-1];
def price = open(period = aggregationPeriod);
plot DailyOpen = if showOnlyLastPeriod and !IsNaN(prevPrice) then Double.NaN else price;

DailyOpen.SetDefaultColor(GetColor(2));
DailyOpen.SetPaintingStrategy(PaintingStrategy.HORIZONTAL)

December 12th, 2018, 03:24 PM

Thanks guys....works perfectly for the future that is loaded......I tried to change the script up a bit to addess a secondary future but with no luck.

Any ideas changing up the script to give me both CL and NG for example ?

I sincerely appreciate your ideas.

December 12th, 2018, 04:05 PM

never mind....got it

Reference opening price of futures market

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Reference opening price of futures market