If I add a 1 sec time series
Add(PeriodType.Second,1);
And Print OnBarUpdates on a 1 tick chart
Print(BarsInProgress+"\t"+Time[0]+"\t"+Volume[0]);
Most of the time (for some bizarre reason sometimes it works) there is no 1 second data for the first second of the session
Example
0 09/05/2011 15:30:00 3
0 09/05/2011 15:30:00 2 (no BarInProgress=1 appearing as it should)
0 09/05/2011 15:30:00 4
0 09/05/2011 15:30:00 3
...blabla lots of ticks...
0 09/05/2011 15:30:00 3
0 09/05/2011 15:30:00 1
0 09/05/2011 15:30:00 1
0 09/05/2011 15:30:00 2
0 09/05/2011 15:30:01 20
1 09/05/2011 15:30:01 1692 here is the 15:30:01 data from the 1 sec time series
0 09/05/2011 15:30:01 1
The sum of those 15:30 missing ticks is 1990.
If we use a minute chart, here is what we get :
1 09/05/2011 15:30:01 1692
1 09/05/2011 15:30:02 20
1 09/05/2011 15:30:03 922
blablalostofticks
1 09/05/2011 15:30:58 15
1 09/05/2011 15:30:59 725
0 09/05/2011 15:31:00 10827
The sum of the second data is 8837, if we add the missing 1990 of the 15:30:00 second, we get the 10827 the one minute bar is showing.
If we use a 60 second chart, volume of first bar is 8837,meaning the first second ticks are not counted.
Whether I use 1 minute or 60 seconds, the volume of the first should be 10827, shouldn't it?
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