I use Bars.Sessions to extract sessions that belong to one day, for stocks this is a list of three sessions(8am to 9:30am - 9:30am to 4pm - 4pm to 8 pm). And then I start downloading intraday bars(30 min) for each session separately. The problem is that for the regular hours session(9:30 to 4pm) it gives me 12 bars, which is until 3:30pm! It skips the last bar! Does anyone know why?
I used to download the entire period( one or two months) and once, but if I was downloading ticks it would only give me around the first 30 days. So I had to rewrite the program to download each session separately.
Any help would be appreciated.
Questions about MultiCharts .NET and user contributed studies.
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