zane
-Interested User-
Posts: 18
Joined: Aug 28, 2016
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Posted: Apr 15, 2017 09:34 PM
Msg. 1 of 2
It appears to me, from some limited exploration, that the high and low values in historical seconds correspond to the max(last) and min(last) values from the preceding second's ticks.
Is that correct? If not what is the relationship?
Tia,
Zane
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DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
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Posted: Apr 16, 2017 12:09 PM
Msg. 2 of 2
Hello,
Yes, all of our intraday interval bars are timestamped with the time of the bar's completion, not the start time.
Tim
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