Create a new indicator method OnNoBarUpdate(). This method would be used with Session Begins - Session Ends chart filtering to get access to the trade information that the filtering has excluded. The method would be invoked first to do initialization after Session Ends time. Just before Session Begins time the method would be invoked with Open, Close, High, Low prices, and Volume data for the period from Session Ends time to Session Begins time.
An indicator for a chart with Session Begins - Session Ends filtering might have both the existing OnBarUpdate() method and the new OnNoBarUpdate() method. Together the two methods would see all the instrument's trade data.
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