When does the tick period end? - briefly
The tick period finishes when its predefined interval expires, at the exact moment the next tick starts (for example, at the end of each minute). After this point, no additional price updates are generated within that tick.
When does the tick period end? - in detail
The moment a tick interval ceases is defined by the expiration of the predetermined time window assigned to that interval. Once the clock that governs the interval reaches zero, the current tick is closed and a new one begins with the next price update.
Key determinants of the endpoint:
- Fixed duration – intervals such as 1 second, 5 seconds, or 1 minute are measured from the timestamp of the first tick in the series. When the elapsed time equals the interval length, the period ends regardless of market activity.
- Absence of new data – if no price change occurs before the timer expires, the interval still terminates at the scheduled moment, producing a bar with unchanged open, high, low, and close values.
- Exchange trading sessions – periods that span market holidays or after‑hours sessions may be truncated; the interval stops at the official close of the session, and a new interval starts when trading resumes.
- Data‑provider specifications – some feeds define tick windows based on event count rather than time (e.g., every 100 ticks). In such cases the endpoint is reached when the count threshold is met.
Programmatic detection:
- Record the timestamp of the first tick in the current window.
- Continuously compare the current time to the recorded start time.
- When
current_time – start_time ≥ interval_length, mark the window as finished and initiate a new window using the next incoming tick.
Special considerations:
- Variable‑length intervals – certain platforms allow dynamic adjustment of the interval length based on volatility; the endpoint shifts accordingly.
- Time‑zone handling – ensure timestamps are normalized to a single zone to avoid premature or delayed termination.
- Leap seconds – rare adjustments to UTC can affect precise interval boundaries; most systems round to the nearest second.
In summary, a tick period concludes when its allotted time elapses, when the required number of price updates is reached, or when external constraints such as market closures intervene. Accurate identification relies on timestamp comparison, adherence to exchange calendars, and awareness of the data source’s interval definition.