There should be 2 bar/prices/time that can be related to the FirstTickOfBar...One for the previous Completed Minute Bar and one for the partial/new Minute Bar that is being built.
When the previous/full Minute bar is accessed, the current time[1], Open[1], Close[1], etc. seem perfect.
There should be a way to access the Partially built Tick/Minute bar...
For example: Time[0], Open[0], Close[0],... would be the info of the FirstTickOfBar after receiving the 1st Tick's information and Only when in the FirstTickOfBar mode.
The 2nd Tick/Minute bar should probably include the Price data from the 1st & 2nd bars, but the Time of the 2nd Tick/Minute bar. When on that bar Time[0], Open[0], etc. should reflect that bar.
The 3rd Tick/Minute bar should probably include the Price data from the 1st, 2nd, and 3rd bars, but the Time of the 3rd Tick/Minute bar, etc. When on that bar Time[0], Open[0], etc. should reflect that bar.
The offsets [0], [1], etc. should be discussed and decided upon based on your programming...just so the Time and Price data is available.
Maybe even something like TTime[x], TOpen[x], etc. to represent TickTime, TickOpen, etc...when in FirstTickOfBar mode.
Comment