When I download historical minute data the last price is at 15:29:00. Is the close price at 15:29:00 the closing price of the day? I don't see an entry for 15:30:00. In general, for minute data is the open price the price at 00 seconds and the close price the price at 59 seconds?
Is the close price at 15:29:00 the closing price of the day?
No, if you are looking for day candle close, you need to select a day candle, the calculation is based on weighted price. Go through this thread to know more.
Thank you @rakeshr
So the close price quoted at 15:29 is just a tick at 15:29:59? Is that true for all minute bars? i.e. the open price for a minute bar is the tick at 00 and the close price is the tick at 59?
So the close price quoted at 15:29 is just a tick at 15:29:59? Is that true for all minute bars? i.e. the open price for a minute bar is the tick at 00 and the close price is the tick at 59?