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Get current day Open after resampling 5 min data to 1 day
bullish_trader last edited by
My strategy depends on pervious day values and current days Open. I have resampled 5min data to Day and can get the previous day value using datas. However, I cannot get the current day Open value, when I try to get Open value from datas, the index 0 provides previous day value (as resampling completes only after day ends).
Need advise on how can I access the current day Open?