I need clarity in handling daily timeframe (which begins and ends a session) with minute timeframe. If daily is the main timeframe what is the order of data access or order execution?
For example for 3/29. will the daily bar be accessed first? followed by minute 3/29 9:30 , 3/29 9:31 etc. ? What OHLCV are from Daily into the minute ? Is it for 3/29 (which is not closed yet) or for previous trading day?
If the order execution is in the minute bar will it be executed on time?
I have looked at the documentation but they only cover intraday and not inter-day.
Regards,
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