ADL Analytics Block - Trading Day Window
What is the trading day window for the analytics block bar data. For instance if I define and interval of 60 (Hourly Bars) for ES DEC 20, what time will the bars be, when does the trading day start and stop. 1 AM UTC, 2 AM UTC, etc...
The trading day window includes the entire time that the contract is open. The Analytics block has a "start_i" output port which is the start time of each bar.
