Joined: Aug 28, 2016
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?
Joined: Apr 25, 2006
Posted: Apr 16, 2017 12:09 PM
Msg. 2 of 2
Yes, all of our intraday interval bars are timestamped with the time of the bar's completion, not the start time.