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Rich Estrem <estrem@xxxxxxxxxxxxx> writes:
>
>I don't think Sam's is correct here, since a save after the day close
>should include all electronic trading from the *previous* afternoon/
>evening/overnight which is considered part of that same day.
I'm pretty sure the Day According to Omega begins at midnight, Exch time.
So, if your snapshot occurs at, say, 1700, you'll get the data from
0000 to 1700, which won't include the previous day's data after 1700.
Jim
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