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Bar Start Time

Posted By imcdonald 7 Years Ago
Posted Thursday July 28 2011
I haven't found a good answer in any of the posts so I thought I'd ask directly. I can see that the time stamp associated with a bar refers to the start of the bar. Most open-high-low-close data that I have come across uses a time stamp at the end of the bar (or the last time available during the bar). You obviously don't have full information as to the ultimate state of the bar at the beginning, so it seems more natural to have time stamps refer to the end of the bar (or last time information has been received). This is really a choice of convention rather than a problem, but I am curious as to your reasons, or logic, for refrring the time stamp to the the beginning rather than end of the bar.


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