Hi guys,
I want to use 45 min bars and here in Brazil equity market opens at 10 am.
Using TradeBarConsolidator, I don't get my bars to be 10:00, 10:45, 11:30, 12:15, etc... but 09:45, 10:30, 11:15, etc...
I think that happens because the algo starts the first bar at midnight. How can I get the bars to start at market opening (10 am in that case)?