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?
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