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I can't find a way to expand the time period of the last bar of day.
Example: database 1 min bars, mkt hours 9:30 - 15:59... thats 390 1min
bars covering 9:30am - 4:00pm. But trades coming in the next minute
are truncated. If I change mkt close to 16:00, then I have 391 1min
bars - but worse, a 5 min chart will have 79 bars and 15 min chart 27
bars with the last bar of these longer intervals having 1 minute of
data in that bar.
Is there a way of having AB stuff an extra minute of data into that
last bar (without adding a bar)? TS would give the user a preference
re adding those trades that came in shortly after the closing bell.
Thanks for any ideas
Dan
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