Timestamps of the Open/High/Low/Close prices - page 2

Simon Gniadkowski 2012.06.11 10:51 #11

paul_hughes:

But is it not the case that for whichever time frame you're using, the Close of the bar must always occur at a pre-determined number of minutes following the open of the bar?

The close of the bar yes . . . but the OP was asking for the "timestamps" for the OHLC . . . the close bar time != the time of the close price.

William Roeder 2012.06.11 15:36 #12

paul_hughes:

But is it not the case that for whichever time frame you're using, the Close of the bar must always occur at a pre-determined number of minutes following the open of the bar?

No. The current bar stays open until a tick comes in that opens the next bar. There is NEVER a bar with zero volume.

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