Hello eveyone,

We're trying to create a close-to-open indicator to use with a custom universe. We found the RateOfChange indicator, but that seems to be a close-to-close indicator,

So we tried creating a custom indicator for a close-to-open rate, but CoarseFundamental and IndicatorDataPoint seem to only have a Value property. Our understanding is that Value would be the last close value, but we're not clear as to whether that's the previous day's close, or the previous minute close if the universe resolution is set to a minute. If it's a minute close value, then presumably the difference between the last two minute close prices, if checked at 9:31 ET should yield the 9:30 AM close minus the 4:30 PM close from the previous day? If not, would there be a way to add an OpenPrice proptery to CoarseFundamental or IndicatorDataPoint?