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Hi,
Slightly off-track but related to FX ohlc etc....
I have always considered that the 'close' of the FX market was at 9:59:59pm
GMT not midnight.
The reason behind this being that, the interbank FX market would
traditionally change the value date of trades at this time to the next day
(Spot being 2 working days forward).
The other advantage of this is that it makes the charting of data over
weekends a lot easier in that the Aus/NZ open (around 10pm Sunday) is
classified as the start of Mondays data.
Regards
Nick
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