Question on 1 min-bar logic

[ptcm]

I am trying to create a 1-min bar database using tickdata.

If the market opens at 9:45 and the 1st 1-minute bar is calculated based on the pre-matching trades at 9:44,

assuming there a trade at 9:45:00, should this be included in the "1st" 1- minute bar or the "2nd" 1 minute bar ?


many thanks...

 

[EON Kid]

Quote from ptcm:

I am trying to create a 1-min bar database using tickdata.

If the market opens at 9:45 and the 1st 1-minute bar is calculated based on the pre-matching trades at 9:44,

assuming there a trade at 9:45:00, should this be included in the "1st" 1- minute bar or the "2nd" 1 minute bar ?


many thanks...

what is the time period ( start and finish) for the 1st bar

 

[nazzdack]

Quote from ptcm:
....should this be included......

That should be a part of the first bar that occurs from 9:45:00 to 9:45:59. No bars are displayed before 9:45:00.