GetNextSession()

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GetNextSession()

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Definition

Calculates the next available session relative to the "timeLocal" value used in the method's input.

 

Note:  This method needs to be used before you can accurately determine various session properties such as ActualSessionBegin or ActualTradingDayEndLocal, etc.  

 

Property Value

A bool value when true indicates the method was able to successfully calculate the next trading session; otherwise false.

 

Warning:  This method is resource intensive and should ONLY be reserved for situations when calculations would be limited to a few specific use cases.  For example, calling this method for each bar in the OnBarUpdate() method would NOT be recommended.

 

 

Parameters

timeLocal

The DateTime value used to calculate the next trading day.

includesEndTimeStamp

A bool determining if a timestamp of <n>:00 should fall into the current session. (e.g., used for time based intraday series such as minute or second).

 

 

Syntax

<sessionIterator>.GetNextSession(DateTime timeLocal, bool includesEndTimeStamp);

 

 

Example

ns Getting Next Session of the Primary Bars Object

SessionIterator sessionIterator;
 
protected override void OnStateChange()
{
  if (State == State.Historical)
  {
    sessionIterator = new SessionIterator(Bars);
  }
}
 
protected override void OnBarUpdate()
{
  // on new bars session, find the next trading session
  if (Bars.IsFirstBarOfSession)
  {
    // use the current bar time to calculate the next session
    sessionIterator.GetNextSession(Time[0], true);
  }
}

 

 

ns Getting Next Session of a Secondary Time Series

SessionIterator rthSessionIterator;
 
protected override void OnStateChange()
{
  if (State == State.Configure)
  {
    // add a 1440 minute bar using the RTH hours
    AddDataSeries(Instrument.FullName, new BarsPeriod { BarsPeriodType = BarsPeriodType.Minute, Value = 1440 }, "CME US Index Futures RTH");
  }
 
  else if (State == State.Historical)
  {
    // store a session iterator built from the secondary (RTH) bars
    rthSessionIterator = new SessionIterator(BarsArray[1]);
  }
}
 
protected override void OnBarUpdate()
{
  // on the primary bars session, find the next trading session for the RTH bars
  if (Bars.IsFirstBarOfSession)
  {
    // use the current bar time to calculate the next RTH session
    rthSessionIterator.GetNextSession(Time[0], true);
  }
}