We are looking to calculate pre-market volume. We know we can do it by calculating the volume from data before the start of the session. But i have some questions that i would like you guys to confirm from me:
NinjaTrader allows data to be pulled for pre-market hours. Correct? If so, then do we need to change the session template of the instrument? If we do change the session template of the instrument to an extended session, then how can i differentiate between in the actual bars and pre-market bars?
Thanks,
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