NinjaScript > Language Reference > Common > SessionIterator

Definition

Converts the trading day end time from the exchange timezone to local time, and returns a DateTime object in the local timezone. The ActualTradingDayExchange property can be passed into GetTradingDayEndLocal() for a quick timezone conversion.

Property Value

A DateTime object representing the exchange-based trading day end time converted to local time.

Syntax

<SessionIterator>.GetTradingDayEndLocal(DateTime tradingDayExchange)

Parameters

tradingDayExchange

The DateTime value used to calculate the trading day.

Example

private SessionIterator sessionIterator;

protected override void OnStateChange()
{
if (State == State.DataLoaded)
{
//stores the sessions once bars are ready, but before OnBarUpdate is called
sessionIterator = new SessionIterator(Bars);
}
}

protected override void OnBarUpdate()
{
// Only process strategy logic up until three hours prior to the end of the trading day at the exchange
if (Core.Globals.Now <= sessionIterator.GetTradingDayEndLocal(sessionIterator.ActualTradingDayExchange).AddHours(-3))
{
// Strategy logic here
}
}