RTH British Pound All Sessions Data on 5 Minute Bar
This 24hr All Sessions British Pound example was run on 5 minute bar. You can see we included Unadjusted Close, Spread and Cumulative Spread as extra columns in the run. We set the start and end times to 07:20-14:00, which was the old BP pit trading hours in Chicago. We can see the first bar of the day timestamped at 07:20, and if we net the cumulative spread against the unadjusted close, we see that this equals the closing value on the bar, confirming data integrity.
Notice we also included a column where we can see the underlying contract name, which is a helpful aid to some traders.
You can set Local or Exchange times to suit your needs, format any date and timestamp and rearrange the column order to suit.