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bar length & session length

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    bar length & session length

    I notice that if I put 4 hour bars, the 2nd bar of the day doesn't end until the 4 hours are up, even though my session end time occurs before the end of the bar.

    I was expecting the bar to end at the end of the session time and not continue past.

    I'm wondering how this works. Let's say I put a 4 hour bar with session of 9:30 - 4 (regular trading hours). The first 4 hour bar would end at 1:30 and the 2nd would end at 5:30. Since the session ends at 4, what data is used for the 4 hour bar? Does it stop at 4 or does it have data from 4-5:30?

    #2
    The bar would be officially closed once the 1st tick of the 1st bar in the next session comes in. The first tick of a new bar always triggers the closing of the prior bar.
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