private void StartNewBar(Tick tick) { _barEndTime = tick.TimeStamp.ToIntervalCeiling(SessionIterator.Current.SessionStart, TimeSpan.FromMinutes(_period.PeriodInMinutes)); _barEndTime = TimeStamp.Min(_barEndTime, SessionIterator.Current.SessionEnd); _barInProgress = new Bar(); _barInProgress.Open = _barInProgress.High = _barInProgress.Low = _barInProgress.Close = tick.Price; _barInProgress.Volume = tick.Volume; _barInProgress.TimeStamp = _barEndTime; Bars.AddNewBar(_barInProgress); }