Convention for calculating minute bars

Discussion in 'Trading' started by Matt1234au, Dec 1, 2008.

  1. Hi

    I have to code some tick trades into one minute bars.

    If the first trade is at 9:00:00 I assume the minutes are measured from 9:00:00, so 9:01:00, 9:02:00 etc

    What if the first trade is at 9:00:45, is the minute bar any tick between 9:00:00 to 9:01:00 or do I add 60 seconds onto 9:00:45 and start from there?


  2. ?....The minute bar is from 9:00:00:00 to 9:00:59:99, then 9:01:00:00 to 9:01:59:99.......