I wrote some indicator and rely on calculation to mark bars based on their numbering. What i do in code is calculate how many bars passed since midnight (ETH) to session start (RTH - 9:30 for S&P e-mini) - 113 bars and start marking from that position.
Paid attention that for the same date data (NRD file) sometimes markets are as expected, sometimes shifted by 1 bar to the right (marking 1 bar late). Same code, same date, market replay data.
After careful investigation, came to my attention that 9:30 bar is sometimes missing on the chart according to data box.
What do I mean? Take a look at pictures, bar on the right of data box is pointed by the mouse, switches from 9:25 right to 9:35 skipping 9:30 bar. and I think this is why it is being skipped for me and markers appear on 1 bar later than they should.
Can you please explain the phenomenon of disappearing 9:30 bar?
Note that this is S&P emini futures from Jan 28, 2022.
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