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Daily bar close timing

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    Daily bar close timing

    Hi

    I would like to confirm when a daily bar changes it's index from 0 to 1, e.g. close[0] to close[1].

    I am developing a strategy that runs on a 1 min time frame of Index Futures and 1 minute before the session open, it requires the prior day close of the cash instrument (an added series). My testing suggests that the prior day cash close is as follows:
    Before the cash session open, Closes[1][0] is the prior day cash close
    Immediately after the cash session open, Closes[1][1] is the prior day close.

    Is my understanding correct?

    Cheers
    Tony

    #2
    Tony, your understand is correct - the bar would update if the open tick of the next bar is received, as NT is using an event based approach.
    BertrandNinjaTrader Customer Service

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