High/Low since session start

[freewind]

Hi,

I'm developing a multi-instrument stocks 5m intraday strategy on US session.
I want to find out for each instrument the High/Low points since the session start.
For example for stocks XYZ 2 hours from the start of the trading day(9:30EST) I want to know what was the High point and the low point.
I thought about using the Max/Min function and to give them the number of bars since the session started something like that:

max = MAX(Highs[5], BarsSinceSession)[0];

My problem is that I don't know how many bars there are for each instrument, Maybe the primary BIP has more bars since the other BIP.
What do you think is the best approach to solve this?

TX,
Roy