Bar Data - Aggregated price data over fixed time intervals (e.g. one-minute, hourly OHLC bars). Bar data compacts tick data into open/high/low/close values per period. While less granular than tick data, bar data is faster for backtests and often sufficient for many strategies. For example, cTrader lets you use 1‑minute bars from the server in backtests. In code, trading APIs provide a
Bars
 object (e.g. in cTrader) which offers series likeÂ
Bars.HighPrices[]
,Â
Bars.LowPrices[]
, andÂ
Bars.ClosePrices[]
 for each bar.