How VeighNa Labels Minute-Bar Timestamps and Volume
Summary
The forum exchange addresses whether the timestamp on a one-minute bar labels the minute that has just ended or the minute that follows. A participant asks which interval is represented by data stamped at 14:00. The reply says that conventions vary across platforms and that VeighNa assigns the timestamp to the latter interval, meaning the minute beginning at the stamped time.
The discussion then asks how the final bar of a trading session is handled, given that trading does not continue after the session close. A further reply says VeighNa's last minute bar is timestamped 14:59. This illustrates why timestamp semantics matter when aligning intraday data, orders, and signals: a one-minute offset can change whether an observation is available at a decision point. The exchange documents one platform convention in a specific discussion, but does not describe other vendors' rules or clarify exchange-specific session schedules, so users should verify definitions for their own data feed and market.
Key ideas
- Minute-bar timestamp conventions can differ between data platforms.
- VeighNa associates a bar's timestamp with the minute interval beginning at that time.
- The discussion identifies 14:59 as VeighNa's final minute-bar timestamp for the session in question.
- Timestamp interpretation affects intraday data alignment and signal timing.
- The exchange does not establish conventions for other platforms or trading sessions.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.