Date/Time: Wed, 17 Jan 2018 15:06:29 +0000
Post From: DTC Protocol
|EricH - Posts: 13|
continue on DTC historical data access, the 'StartDateTime' of the return record(non tick, say 1-min bar requested), is it the first trade timestamp within the minute, or you actually return the minute-bar boundary?
From my limited experiment now, it seems it's the timestamp of the first trade within the minute bar, correct?