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Date/Time: Fri, 29 Nov 2024 18:41:54 +0000



Post From: DTC Protocol

[2017-12-29 00:17:10]
EricH - Posts: 18
continue on DTC historical data access, the 'StartDateTime' of the return record(non tick, say 1-min bar requested), is it the first trade timestamp within the minute, or you actually return the minute-bar boundary?

From my limited experiment now, it seems it's the timestamp of the first trade within the minute bar, correct?