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| Author | Topic: 1Minute OHLC Data (3 messages, Page 1 of 1) |
 seattleguy -Interested User- Posts: 14 Joined: Dec 22, 2009 |
Posted: Jan 8, 2010 12:58 PM
Msg. 1 of 3
This is a quick question on the timestamp. Consider, getting 1minute OHLC data as below
---- 2008-09-30 16:29:56,26.6000,100,104865900,26.6000,26.6100,2836662,0,0,E,<CR><LF> ---------------- Which interval does the data corresponding to timestamp 16:29:56 relate to ? Is it 16:29:56-16:30:56 or is it 16:28:56-16:29:56 ? I guess I don't if the timestamp is the start or end of OHLC bar ? Can you please clarify ? Thanks! |
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DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005 
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Posted: Jan 8, 2010 01:06 PM
Msg. 2 of 3
The data you posted isn't OHLC data. Instead it appears to be tick data.
However, to answer your question, The timestamp for interval data is actually the second immediately following the interval the data represents. For example, a 1 minute interval with a timestamp of 2010-01-08 12:00:00 would represent data from 11:59:00 to 11:59:59 (inclusive). likewise a 5 minute interval with a timestamp of 2010-01-08 09:30:00 would represent data from 09:25:00 to 09:29:59. |
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seattleguy -Interested User- Posts: 14 Joined: Dec 22, 2009 |
Posted: Jan 8, 2010 01:11 PM
Msg. 3 of 3
Steve, Sorry, yeah the data was not right, but I got the answer. Thanks!
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