My intraday datafeed has base time interval of 5 mins
NSE market starts at 09:15
The first record I receive has timestamp as 09:20
I have tried different preference values for intraday but no luck. I presume we have to perform some offset so that the first timestamp is 09:19:59 instead. However I am not sure how to do it in DB settings. I could not find anything in forum and hence the post.
Data sources should feed data with timestamp being EQUAL to current time (begin time) of bar, not future. So bar that begins with 09:15 should have a timestamp of 09:15.
If it isn't - talk to your data vendor to fix. Future timestamps are incorrect.
If your data source supplies text format you can adjust it usign $TIMESHIFT command of ASCII importer.