What are the timestamps on bar updates when the bars are of tick or range bar durations?
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Timestamps on tick and range bars
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Timestamps on tick and range bars
If I'm correct, the timestamp on each bar update event on a minute type bar has a timestamp of the end of bar duration, e.g., a bar update at 9:33 for a 5 minute bar would have a timestamp of 9:35.
What are the timestamps on bar updates when the bars are of tick or range bar durations?Tags: None
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