Tony Shacklock last edited by
I'm sure I read somewhere about the details of period time and interval (open & closed ended, etc.), but I can't find it now. I would like to confirm my understanding on one point and I have a follow-on question.
For intra-day periods, we must use
end-of-bar time. Right? So, if our data has start-of-bar timestamps we must calculate the end-of-bar time. Is my understanding correct?
If that is correct, then my question is about the end-of bar time. Should it be just the bar period later than the bar start time, or should we subtract some rounding as is done with daily timestamps. For example, for a 1-hour timeframe a 13:00 bar start-time becomes 14:00, or 13:59.999989?