Bar building
The API must support 1-minute resolution of the historical data. Daily
resolution must be provided only if automatic building from 1-minute
resolution data produces incorrect results. By default we expect to get
daily resolutions from the data feed. If you don't provide them, set
has-daily flag in response to
/symbol_info
to false.
Daily bars are built from lower resolution (1-minute typically) or taken from the API if they are available. Daily bar time matches the start of the 1st session of the day.
We build intermediate resolutions ourselves. Intermediate resolution
bars are affected by session-regular and timezone in the
/symbol_info.
The time of the first bar of every resolution matches with the beginning
of the session.
Do not send bars that were not built from trades but from a Close price of a
previous bar in /history response.
The transition to summer/winter time is carried out automatically according to the specified timezone in /symbol_info.