I want to calculate real-time settlement of equity indexes. I wanted to do this by defining a session from 3:59:30 PM EST to 4:00:00 PM EST and derive the real time settlement from the Order Flow VWAP. Is it possible to define sub-minute session times? I can only go down to the minute meaning the earliest my session time can start is 3:59:00 PM EST. Could this feature be added to ninjatrader in the future?
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Sub-minute session times
Hello,
I want to calculate real-time settlement of equity indexes. I wanted to do this by defining a session from 3:59:30 PM EST to 4:00:00 PM EST and derive the real time settlement from the Order Flow VWAP. Is it possible to define sub-minute session times? I can only go down to the minute meaning the earliest my session time can start is 3:59:00 PM EST. Could this feature be added to ninjatrader in the future?Tags: None
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Hello newton1,
Thank you very much for your post.
At the current time, trading hour templates would indeed be limited to a 60-second interval.
I have submitted this as a feature request to the Development Team. I will follow up with an internal tracking number for your reference as soon as it is created.
Thanks in advance for your patience!Manfred F.NinjaTrader Customer Service
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