This works
 
    With Sheets(RawData)
    Set tmprange = .Range(.Cells(2, BarOpen), .Cells(stoprawdata, 
EContango))
    End With
 
but this which seems equivalent to me does not work
 
    Set tmprange = Sheets(RawData).Range(.Cells(2, BarOpen), 
.Cells(stoprawdata, EContango))
 
which gives error invalid or unqualified reference and highlights the first 
.Cells
 
This also compiles fine     If Sheets(RawData).Cells(index, BarDate).Value
and this                           stoprawdata = 
Sheets(RawData).UsedRange.Rows.count
 
so I assume it is something to do with the Set?

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