I hope I'm asking this in the right place. Couldn't find any definitive info anywhere.
When creating a candle / time series / bucket, is the open of the series the first price in that series and not the close of the previous series?
If so, what is the OHLC of a series if there are no trades in that series? Are they all set to the close of the previous series? Can anyone provide a link to some documentation on this?