Out of session bars

[tazz90]

Hello Support,

We are looking to calculate pre-market volume. We know we can do it by calculating the volume from data before the start of the session. But i have some questions that i would like you guys to confirm from me:

NinjaTrader allows data to be pulled for pre-market hours. Correct? If so, then do we need to change the session template of the instrument? If we do change the session template of the instrument to an extended session, then how can i differentiate between in the actual bars and pre-market bars?

Thanks,

[NinjaTrader_Matthew]

The session template that is used will determine the times used for an instrument. If you switch to an extended session, you will not have any native way to determine if a bar was in-session or out out-of-session. You would need to use a time filter to calculate where the data you're referencing comes from. Please see our reference sample on Using a Time Filter for an example of how this would work:

http://www.ninjatrader.com/support/forum/showthread.php?t=3226