Determine if session is shortened (equities RTH) on daily time frame

[digibob]

Hi. I'm using this way:

bool isFullLengthSession = Time[0].Hour >= 16; // ET time zone

It works well to capture all shortened sessions from 2015 onward, but fails 2014 and back. For example Christmas eve 2015 session shows correctly as having ended at 13:00 ET, but Christmas eve 2014 shows incorrectly as having ended at 16:00. It appears there are incorrect server definitions for the years prior to 2015. How else to detect a shortened session (on daily time frame)? Thanks.

[NinjaTrader_Jesse]

Hello digibob,

Thank you for the post.

You may want to check the control center -> tools -> trading hours and make sure you have holidays configured for Christmas for the data you have. In my current install I see back to 2015 in the holidays listed so that may be what you are seeing.

Also an item to look into is using the session iterator, if you have logic that deals with the session information this can help. https://ninjatrader.com/support/help...essioniterator


I look forward to being of further assistance.

[digibob]

Hi Jesse, thanks for the quick reply. Yes, it is as you say, the holidays are configured back to 2015. Does it mean I have to add earlier dates manually one by one? Is there no way to download these definitions?

About session iterator, I'm familiar with it as I've used it before on intraday time frame and for some reason I was under the impression it could not be used on daily, but looking at the doc page you linked there is no mention of that, then I will give it a try. Thanks. Just to make sure, it relies on the same holiday definitions, right?

[NinjaTrader_Jesse]

Hello digibob,

Correct if the definition does not go back as far as your data does you would need to update the database to reflect what you have.

I took a look through our internal notes but I don't see anything specific toward daily series and the SessionIterator, and that should account for holidays as well.

I look forward to being of further assistance.

[digibob]

Thanks, Jesse. Kind regards.