Only just started using NinjaTrader today and trying to confirm with someone my understanding of how the Bars object works in real time when setting the switch to operate tick by tick (forget what the property is called now).
My understanding is as follows:
Each bar stores High Low Open CLose and Volume.
While a bar is still being "constructed" because the time allocated to it has not yet elapsed, the Open is set to the 1st tick in the bar, and the High Low are dynamically changing tick by tick as new highs and lows are set. Does the Close level of this "live" bar contain the last tick then?
Thanks so much
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