I hope I'm asking this in the right place. Couldn't find any definitive info anywhere.
When creating a candle / time series / bucket, is the open of the series the first price in that series and not the close of the previous series?
If so, what is the OHLC of a series if there are no trades in that series? Are they all set to the close of the previous series? Can anyone provide a link to some documentation on this?
Exactly, it there are no trades in a time period it will be just the last traded price, so you will just get a dash as such "-" representing that the open, close, high and low are just the same as the last traded price.
You will find this a lot on intraday charts of less liquid stocks. Sometimes there might be only one trade or a few trades at the same price in the time period, so you get a dash "-" at a slightly different price than the last traded price.
