is there a way how to automatically build day bars from minute data rather than download it separately? I use Kinetick data and problem is that values of OHLC at minute chart may vary from OHLC of daily bars. Maybe they use different sessions or I don't know what. In any way, this may decrease my strategy performance.
To reach my point I actually use exporting minute data and importing it back with "Generate 'Day' bars from imported tick or minute data" feature, but this process is really really clumsy. So may I make this automated in any better way?
Thanks

Comment