Bar: Timestamp, Open, Close, High, and Low built from the Ticks of whatever the Bar's historical time period is, possibly ending with the most recent live data, Open coming from the last Tick prior to the start of the time period. Also called Candle.
Actually, I see one mistake in the above. If Open came from the last tick prior to the start of the time period, then we would never have gaps. But we do. Open comes from the first tick in the new time period. At least that's how I see it.
