I am trying to code an intraday strategy that buys on a gap from open to close. The strategy would, after the market opens, compare that day's opening price with yesterday's low. If today opens sufficiently below yesterday's low, then the strategy will buy the stock and then sell at the end of the day, on close. My question is, how do i identify yesterdays low and today's open (easy to do with Daily Bars, after each bar is complete) while using minute or tick data for the back test, since all holding periods are intraday? Is there a way to add a symbol with two different time resolutions so you can get high/low/close/open data for different time windows?