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bar data

  #3 (permalink)

Germany
 
Trading Experience: Intermediate
Platform: Other
Favorite Futures: ES, YM, 6E
 
Posts: 2,666 since Feb 2013
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pipsalottle View Post
Hi, what is the standard time format for a bar/candle OHLC?

for a 5 min bar with a time stamp of 11:00AM, does it contain the OHLC data for 10:55AM - 11:00AM or the data for 11:00AM to 11:05AM?

when i export data from Ninjatrader it seems it contains the prior example, yet when i look at the bars on say investing.com it contains the latter..

This effect is common for many (online) programs. Because it only depends on your data provider,
you have to make sure for your data source whether it's time stamps measure by [time] or after [time].

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