Thanks acidburn. I think it comes down to (again! ) definition:

If Bar is defined as the price action of the Ticks within the Bar's time period, then you are correct and a Bar's Open is the price of the first Tick. And there is always a gap from the prior Bar's close, as I understand Ticks only happen when price changes?

If Bar is defined as the price action of the time period of the Bar, then:

In continuous trading Open is the Close of the previous Bar, since that's the price at the start of the Bar (no gap), unless the Bar's first Tick is exactly at the Bar's start time (gap); and in discontinuous trading (Market was closed, halted, other?) by convention Open is the first Tick's price (gap)?

Comments? Thanks!