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Category
Import Specification
Description
Whether to remove the global latest bar from any symbol that has it, or remove only in-progress session bars
Choices
False - don't remove the latest bar (default)
True - remove the latest bar
Partial - remove a symbol's latest bar only if its exchange session had not yet completed at import time (Yahoo imports only)
Notes
When this import setting is true, the latest bar is removed from any symbol that had the global latest (latest latest) bar.
No bars are removed from symbols that do not have the global latest bar.
This option can be used either to remove the latest bar from all symbols when they all have the same latest bar, or to equalize the latest bar when some symbols have an extra bar (e.g. in a mixed US and ASX import done between the ASX and US closes).
While an exchange's session is in progress (which for some exchanges includes the pre-open auction period), Yahoo serves an in-progress bar for the current date. An import done at that time ends on that partial bar, which shifts generated orders forward a day: entry setups are evaluated against the thin partial bar (and typically fail) while exit orders still appear.
RemoveLatest: Partial addresses this directly. Each symbol's latest bar is removed only when that symbol's own exchange session had not yet completed at import time, using the session schedule metadata Yahoo provides with each symbol's data. Because session completeness is judged per symbol in exchange time, a mixed-market import does the right thing regardless of when it runs: an in-progress bar is removed while a completed bar from another market is kept, even when both carry the same calendar date. Unlike True, Partial never removes a completed bar, so it is safe to leave enabled in an import used for pre-open order generation.
Partial applies to Yahoo imports only (other daily data sources do not provide session schedule metadata). Any removed bars are listed in the import log when LogFile is specified.
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