FoundationMultiple choice
Building one-minute bars · Part 1 of 3
You hold a pandas Series trades of trade prices indexed by exchange timestamp, and build one-minute bars with bars = trades.resample("1min").last(), keeping pandas defaults. A strategy uses the bars to make a decision at each minute.
Which trades make up the bar labelled 09:31?
- ATrades from 09:31:00 up to but not including 09:32:00
- BTrades from 09:30:00 up to but not including 09:31:00, the minute that ends at the label
- CTrades after 09:30:00, up to and including 09:31:00
- DOnly trades stamped exactly 09:31:00.000
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