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Is there an easy way to retrieve the nth bar from each day?
I like the genericity of this. Since I know the timeframe that the
retrieval is based on, I know exactly what time an "array of the nth
bar per day" represents.
For example, in a 5 min timeframe with regular trading hours EST, I
know that the 6th bar represents trades up to 10 AM. On a 60 min
timeframe, I know that third bar represents trades through 12:30 PM
EST, etc. etc.
Thanks for the AFL code!
Steve
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