Date/Time: Tue, 16 Oct 2018 07:10:02 +0000
Post From: DTC Protocol
|EricH - Posts: 17|
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?