Question on 1 min-bar logic

Discussion in 'Financial Futures' started by ptcm, Jun 25, 2010.

  1. ptcm


    I am trying to create a 1-min bar database using tickdata.

    If the market opens at 9:45 and the 1st 1-minute bar is calculated based on the pre-matching trades at 9:44,

    assuming there a trade at 9:45:00, should this be included in the "1st" 1- minute bar or the "2nd" 1 minute bar ?

    many thanks...

  2. what is the time period ( start and finish) for the 1st bar
  3. That should be a part of the first bar that occurs from 9:45:00 to 9:45:59. No bars are displayed before 9:45:00. :cool: