constructing of daily bars using minute data

[kaywai]

Hi,

Is it possible to construct daily bars using minute data?

I would like to do so because the evening session of some of the instruments i look at is considered as the following day's trade and hence i am unable to capture the following day's data properly using unconstructed daily bars.

Regards

Kay Wai

[NinjaTrader_Bertrand]

Kay, unfortunately not, you would need to use historical daily data for natural daily bars, however as workaround you could try working with a 1440 min chart for example.