Getting data for a specific bar the previous day

[Slipperx]

I am trying to write a strategy efs which examines the closing price at 4.15pm EST the previous day on the Dow and S&P futures. I can't use the close of the previous day as the futures continue to trade (after a 15min break) when crossing over to Globex. How would I derive the closing value at 4.15pm of previous day into a strategy using a 1 minute time period entry exit strategy on the current day? Grateful for any help

[ACM]

Slipperx

I can't use the close of the previous day as the futures continue to trade (after a 15min break)...

You can use the close of the previous day as that would not include trading that occurred after 4:15pm which would be part of the following day's session.
Alex

[Slipperx]

So even using the symbol ES U5 for instance the previous daily close woudl give me the data at 4:15pm?

If that is the case and I want to compare that to the opening price at the start of the next day then I have another problem as the opening price would presumably be the first price data after 4:15pm i.e. at 4.30pm rather than at 9:30am the following day. How would I get that information?