Horrible price discrepancy on different candle timeframes

[josiahTrader193541_]

I don't know if I'm mistaken but shouldn't these two candles marked 9:45 have the same open price? For as long as I've been trading, the open price of two candles with the exact same marked time, in the same instrument, should have the same open price. It's off by almost 30 points (Nasdaq futures). Please tell me that there is something that I'm missing here because this is a big issue for backtesting in NinjaScript. I included some pictures of the 9:45 candle on the 1 minute chart and the 15 minute chart, also with and without the data box.

[NinjaTrader_Manfred]

Hello josiahTrader193541_,

Thank you very much for your post.

NinjaTrader Desktop charts candles at the close; This means a 15-minute candle ending at 9:45 AM and a 1-minute candle at 9:45 would have different open prices but the same close price.

The 15-minute candle at 9:45 covers the times from 9:30:01 to 9:45:00, whereas the 1-minute candle covers 9:44:01 to 9:45:00.

Please don't hesitate to let me know if you have any further questions about this!

[josiahTrader193541_]

Ok, thank you

[mchanu]

Hi Manfred. I see this is true when looking at candles higher than 1 minute. But when going lower I can't find what's the logic behind. Could you please explain how can i map 1 minute candles to the 10 second candles?

Thanks