I was wondering how to calculate the open and close on a minute chart with my own pro

Discussion in 'Forex Trading' started by maxoup, Jul 27, 2011.

  1. maxoup

    maxoup

    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
     
  2. eto

    eto

    for building historical
    opens at first tick >= minute:00.000
    and closes at last tick <= minute:59.999

    hth