NinjaScript > Language Reference > Common > SessionIterator

Definition

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

Property Value

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

Syntax

<SessionIterator>.GetTradingDayBeginLocal(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 starting three hours after trading begins at the exchange if (DateTime.Now >= sessionIterator.GetTradingDayBeginLocal(sessionIterator.ActualTradingDayExchange).AddHours(3)) { // Strategy logic here } }

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 starting three hours after trading begins at the exchange
if (DateTime.Now >= sessionIterator.GetTradingDayBeginLocal(sessionIterator.ActualTradingDayExchange).AddHours(3))
{
// Strategy logic here
}
}