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Session Times (HhMmSs)

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    Session Times (HhMmSs)

    I'm looking to specify market sessions with a timestamp holidays use this:


    <Holiday>
    <Date>2015-01-01T00:00:00</Date>
    <Description>New Year's Day</Description>
    </Holiday>

    sessions are oddly formatted:

    <Session>
    <BeginDay>Friday</BeginDay>
    <BeginTime>930</BeginTime>
    <EndDay>Friday</EndDay>
    <EndTime>1600</EndTime>
    <TradingDay>Friday</TradingDay>
    </Session>
    </Sessions>
    <TimeZone>Eastern Standard Time</TimeZone>​

    please advise

    #2
    Hello, thanks for writing in. It looks like you are looking within a Trading Hours template file within Documents\NinjaTrader 8\templates\TradingHours. Do you have a specific question that I can help with?

    Comment


      #3
      Yes this file only takes hours and minute 9:30 would be 0930 or 930
      however I want 09:30:45 is granularity like this possible?

      Comment


        #4
        Hi, the granularity will not go down to the seconds, only down to the minutes. In a strategy, there is a property called ExitOnSessionCloseSeconds where you can specify the exit time in terms of seconds.

        Comment

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