Regular trading hours and Outside regular trading hours

[alexstox]

Hello. How to determine start and end of regular session and start and end of outside regular trading hours session? I need open, high, low, close of both. I need it for futures trading. Is there any opportunities in NT? For example by using NTContinuum Hourly data.

I need to know when is RTH and when is ORTH to place orders.

Is it possible to add the same future with RTH and ETH to script?

[Harry]

Have a look at the SessionPivots in the download section. If you use a proper session template, you should be able to display open, high, low and close of the prior day and the current day, either based on the regular or the full session.

http://ninjatrader.com/support/forum/local_links.php?action=sendtofriend&catid=4&linkid=343

[alexstox]

Is it possible to use 1440 minutes as ETH and Daily as RTH in script?

[Harry]

Is it possible to use 1440 minutes as ETH and Daily as RTH in script?

The answer is "NO".

You need to select the correct session template anyhow. Each instrument has its contractual trading times.

You may use 1440 min as ETH, as long as you select the proper session template. However, you cannot catch the correct close, as the close published by the exchange is the settlement price at the end of the regular trading hours. Usually you get

ETH = OHLC published by CME = {full session open, full session high, full session low, settlement price}

The settlement price is not available from intraday data.

Also you should not create a confusion between daily data and RTH. Some data feeds (DTN/IQ, Kinetick, eSignal) will supply daily exchange data (ETH with settlement). Other data feeds (CQG, Rithmic) will supply regular session data (RTH with regular close). If you think daily data = RTH, your indicators will work with some data feeds, but will not work with others such as the Kinetick EOD datafeed that comes with NinjaTrader.

[NinjaTrader_CodyB]

Hello Alexstox,
Harry is correct in that their is not away to handle this from code. The session times are utilized by the session templates applied to the chart. Using an indicator like the SessionPivots though would be an option to return the values you are receiving. Harry's explanation of the 1440min time frame and Daily time frame is correct. With daily data and the settlement you will want to check with your data provider to verify how they supply daily data.