I got the previous day close by adding another data series:
AddDataSeries(BarsPeriodType.Day, 1);
When I output
protected override void OnBarUpdate()
{
if (BarsInProgress == 0)
return;
Closes[1][0];
Why doesn't it get the previous day the first time?
I also do not know how to get the current day's open (not pre-market). I thought I could use the same day data series, but this is not working.
Any ideas?

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