TrueData™ Support Knowledge Base Market Data API

TrueData Market Data API: How are the bars formed? Is the data delayed?

Please note how the bars are formed:

For data coming from:

09:15:00 to 09:15:59 > bar 09:15

09:16:00 to 09:16:59 > bar 09:16

09:17:00 to 09:17:59 > bar 09:17

.....

15:28:00 to 15:28:59 > bar 15:28

15:29:00 to 15:29:59 > bar 15:29

15:30:00 to 15:30:59 > bar 15:30 (but the market closes at 15:30:00. So there can be max 1 tick or even no tick in the last second resulting in no 15:30 bar in that case).

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