Is Bars.IsFirstBarOfSession once per day, or only once at the start?
I need to better understand the frequency of Bars.IsFirstBarOfSession. Say I'm trading the futures instrument YM, which trades o the "CME US Index Futures ETH" schedule, which goes Sunday through Friday, 5 PM to 4 PM central time (five days a week).
Therefore, would Bars.IsFirstBarOfSession be true for five days, each day, at the session start of 5 PM Central time? Or, would Bars.IsFirstBarOfSession only be true once per week, on the Sunday at 5 PM central time?
Thanks for your clarification.
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