Identify higher timeframe session open and close

[john_44573]

Hi - I am working on code that uses multiple timeframes. As an example, I have a 60m chart with a weekly data series added in code. If need to find accurate datetime of the weekly 'bar' open and close, correctly accounting for market holidays and partial holidays, is there a recommended approach that works for all instruments?

I'm trying to use Instrument.MasterInstrument.TradingHours.Sessions, along with ActualSessionBegin/ActualSessionEnd. The first to identify the correct trading days and the second to find the accurate start/end times.

Are these the best methods for this task?

[NinjaTrader_Gaby]

Hello john_44573,

Thank you for your post.

Both are fine to use for what you're looking for. Instrument.MasterInstrument will work well especially if all the added series are using the same instrument, if they're not you may need to filter by BarsInProgress. ActualSessionBegin/End will also work well as long as you supply the correct bars object to the SessionIterator, you can use BarsArray for that.

https://ninjatrader.com/support/helpguides/nt8/barsarray.htm