Hi, I was wondering how to calculate the open and close on a minute chart with my own program. The tick level shows hh:mm:ss:millisecond. When I look at a candle, does a minute chart, 1/ open at minute:00 and closes at minute:59 or 2/ open at minute:00 and closes at minute +1 :00? ie how is the 1 millisecond accounted? Waiting for your answer thank you max
for building historical opens at first tick >= minute:00.000 and closes at last tick <= minute:59.999 hth