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I'm having trouble understanding the grid/time alignment, compared to how the bars are drawn on charts.
Looking at a 5 minute chart, a bar will be forming on the 9:15 grid line, but the time of day is 9:12.
My assumption would be that all the data being formed on the 9:15 grid line would represent data between the times of 9:15 and 9:20. But this is not the case. It represents data from 9:10 to 9:15.
Tradestation's bar times show the ending timestamp of a bar. A 5 minute bar with a timestamp of 9:15 would basically contain ticks from 9:10:01 to 9:15:00.
