Hello, I have a confuse with difference between close price data in getHistoricalBar function and close price data in market data. I just tried to make a code to get RSI. But there was a quite big difference between real RSI data and mine. So I checked the close price data of each day. I found that there is a difference between the market data and function data. For example, I set the settings like this. And I use the getHistoricalBar function like this to get close price.
close_prices = self.evt.getHistoricalBar({"instrument":self.myinstrument}, self.period+1, "D")
Start period : 2020-12
End period : 2020-12
Data Interval : 1 day
Base Currency : USD
Instruments : BTCUSD
First, I get the close price 18208 in 2020-12-01. But in market analysis, this close price is in 2020-11-29. So there is a difference of about two days between the data. So, I just want to know why there is a difference.
Second, while following the close price, we found that the close price in the market data is not in the function data.
This is the close price I got. As you can see in this picture, there is no close price in 2020-12-05.
But in market analysis, the close price for that day is 18673. There seems to be a big difference in the value of RSI due to omitted data. What's wrong with these problems?
