john nyc trader, pspr and maxpi are correct - TradeStation 7, like all previous versions of TradeStation, stamps its bars with the ending time of the bar; hence, the first bar of a one-minute chart for a stock (when using RTH only) is stamped 9:31. As for why there is a discrepancy between the 1-minute chart and the daily chart, I will ask our Data Integrity department to verify this, but this may possibly explain the difference: If you create a Time & Sales window for CECO and load all the trades for 9:30 AM on 12/4, you will see that 43.60 is the first trade reported, but it is listed as a Form T trade. The first non-Form T trade reported is at 43.79 (9:30:02). Again, I will have our Data Integrity department look further into this, as I am not sure whether daily charts are supposed to include Form T trades. Please let me know if you have any other questions or concerns about TradeStation 7. Incidentally, I should correct maxpi when he says that we get our data from S&P Comstock. We have recently implemented direct datafeeds with a number of exchanges, including NASDAQ. The TradeStation Network now receives data directly from NASDAQ, NYSE, AMEX, and OPRA, in addition to CME and CBOT. Thank you, Greg TradeStation Securities, Inc.
Thank you, thank you, and thanks. You are back on my list of good guys, sorry about disseminating bad info about your datafeed. Direct feeds, that's what I'm talking about, that is what a world class trading outfit has to have.