Announcement

Collapse
No announcement yet.

Partner 728x90

Collapse

Daily bar close timing

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

    Daily bar close timing

    Hi

    I would like to confirm when a daily bar changes it's index from 0 to 1, e.g. close[0] to close[1].

    I am developing a strategy that runs on a 1 min time frame of Index Futures and 1 minute before the session open, it requires the prior day close of the cash instrument (an added series). My testing suggests that the prior day cash close is as follows:
    Before the cash session open, Closes[1][0] is the prior day cash close
    Immediately after the cash session open, Closes[1][1] is the prior day close.

    Is my understanding correct?

    Cheers
    Tony

    #2
    Tony, your understand is correct - the bar would update if the open tick of the next bar is received, as NT is using an event based approach.

    Comment

    Latest Posts

    Collapse

    Topics Statistics Last Post
    Started by Geovanny Suaza, 02-11-2026, 06:32 PM
    0 responses
    571 views
    0 likes
    Last Post Geovanny Suaza  
    Started by Geovanny Suaza, 02-11-2026, 05:51 PM
    0 responses
    331 views
    1 like
    Last Post Geovanny Suaza  
    Started by Mindset, 02-09-2026, 11:44 AM
    0 responses
    101 views
    0 likes
    Last Post Mindset
    by Mindset
     
    Started by Geovanny Suaza, 02-02-2026, 12:30 PM
    0 responses
    549 views
    1 like
    Last Post Geovanny Suaza  
    Started by RFrosty, 01-28-2026, 06:49 PM
    0 responses
    549 views
    1 like
    Last Post RFrosty
    by RFrosty
     
    Working...
    X