The Aussie spi futures trades from 9:50am to 4:30pm. I have tick data and when I view it in 30 minute bars, it starts from 9:50-10:20, 10:20-10:50 etc. with the last bar containing the last ten minutes.
Is there any way to change this so the first bar of the day is the one with only ten minutes and the rest are 30 mins? Thanks, Julian.
