Historical current session

[blar58]

How can we access the actual session start and end time when we are looking at historical data ?

SessionIterator.ActualSessionBegin and ActualSessionEnd is looking at real time session.


Thank you

[NinjaTrader_DaveI]

Hello,

The key is to call GetNextSession() before trying to access ActualSessionBegin or ActualSessionEnd. Without this, these properties will return values for the current session.

You can find a working code example showing this in action at the post linked below:

http://ninjatrader.com/support/forum...ad.php?t=75036

[blar58]

This is what I needed

Thank you Dave

[Brillo]

TradingHours.Sessions[0].BeginTime integer

In NT8 the session begin times are accessible like this:

int beginTime = Bars.BarsSeries.TradingHours.Sessions[0].BeginTime;

Because the data type is an integer ( int beginTime ) the hours and minutes are expressed in a manner that I'm not familiar with how to process.

For example, The value returned for the US Stock Index futures RTH template is: 830. This is supposed to represent 8:30 am.

I usually use TimeSpan objects to represent time. The TimeSpan class can parse a time from a string such as "8:30" and return a TimeSpan instance. The TimeSpan class does have a method ( that I could find ) that knows how to convert an integer value 830 into a TimeSpan instance representing "8:30" am.

Is there another API that I should be using to get the session times?

[NinjaTrader_ZacharyG]

Hello Brillo,

Utilizing Bars.SessionIterator.ActualSessionBegin will return a DateTime object that represents the beginning of the trading session.

Using GetNextSession() before trying to access ActualSessionBegin will allow you to access previous sessions.

For more information about these, here are some helpful links to the NinjaTrader 8 help guide:

http://ninjatrader.com/support/helpGuides/nt8/en-us/?actualsessionbegin.htm

http://ninjatrader.com/support/helpGuides/nt8/en-us/?getnextsession.htm