Can't get session information for 2nd instrument

[daqu40]

Hello Support Forum,

I'm building a strategy with two instruments that are on different sessions. One is an stock and the other a future.

When I try to get session information on the second instrument it only gives me the session information the strategy was set to.

I'm using the following to set the session and retrieve the session information.

BarsArray[1].Session.TemplateName = "US equity ETH"

in OnStartUp()

and

if (Bars.FirstBarOfSession && BarsInProgress == 1)
			{
                Bars.Session.GetNextBeginEnd(Times[1][0], out SecondaryInstrumentSessionBegin, out SecondaryInstrumentSessionEnd);
			}

in OnBarUpdate() to get the session start and end for the secondary instrument. The session information for BarsArray[1] shows the right name and timezone, but returns the wrong time for the session begin and end.

Is there any way to get this to work?

Thanks!

[NinjaTrader_JoshG]

Hello,

Thanks for your post.

Unfortunately, you are correct, in NT7 there is not a way to do this. The session for your strategy would be for the primary instrument only. This was a commonly requested feature for NT7 and was made possible in NT8 by using AddDataSeries() instead of NT7's Add() method.

NT8 Code Breaking Changes
https://ninjatrader.com/support/help...ng_changes.htm

One thing you could potentially do is make your strategy use the "Default 24/7" session template, and then define multiple sessions using logic.

Please let me know if you have any further questions.

[daqu40]

Thanks Josh,

I just wanted confirmation before I built the session logic for the secondary data series.

I was aware NinjaTrader 8 doesn't have this limitation and I'm working to get on that platform to avoid this and other limitations of 7.