Minute-Bar Timestamp Conventions and Apparent Price Mismatches
Summary
A user reports that minute-bar open and close prices generated from CTP market data sometimes differ from values shown in mainstream trading software, with discrepancies of about one currency unit. The reply identifies a timestamp convention as a possible source of confusion: in VeighNa, a bar’s timestamp marks the beginning of its interval rather than its end. Comparing bars by displayed time without accounting for that convention can lead users to match different periods and see different prices.
The response advises treating live market data as the reference, but it does not provide a diagnostic procedure, code change, or evidence establishing that timestamp alignment explains every mismatch. The discussion is brief and does not address other possible sources of differences, such as data feeds, aggregation rules, or instrument settings. Its practical lesson is to confirm bar interval semantics before comparing a platform’s generated candles against another charting application.
Key ideas
- VeighNa labels a minute bar with the interval’s start time.
- A charting platform may display or compare the same interval using its end time.
- Users should align bar intervals before comparing open and close prices.
- The reply recommends using live market data as the reference but does not investigate other causes.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.