You seem to assume that bars are different dependent on preload or on granularity in the lookback period.
No, I don't.
I am trying to find out how will Zorro create candles (= establish O-H-L-C prices) for the bars in the following situation:
BarPeriod =60; // so, bars have timestamps of xx:06
LookBack=240; // 10 days
EndDate = 20200807;
Historical data in a t6 file (M1) exist until 2020-06-07 22:00 UTC.
Zorro will request/obtain M15 'ticks' from the broker to backfill missing recent data for the Lookback:
- 22:00 , 22:15, 22:30, 22:45, 23:00, 23:15....
What will be the O-H-L-C prices of the bars 2020-06-07 22:06 and 23:06...?