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SessionIterator missing function

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    SessionIterator missing function

    SessionIterator.GetNextSession(...) allows iteration of sessions forwards in time from an artbitrary DateTime. Since if you give it a DateTime in a session break, it gives you the following session.

    However as of RC2 there does not seem to be a method of iterating backwards in time from an arbitrary DateTime.

    I suggest a new function GetPreviousSession(...). If you give it a DateTime in a session break it would give you the previous session.

    #2
    Hello,

    Thank you for posting this.

    I have submitted this as a feature request to development.

    I look forward to being of further assistance.
    JesseNinjaTrader Customer Service

    Comment


      #3
      Hello,

      I wanted to reply back on this item. While I have submitted this as a feature request, It was brought to my attention that the following could potentially work depending on how you plan to execute the logic.

      Code:
      sessionIterator.CalculateTradingDay(new DateTime(2016, 11, 15), true);
                                          
      DateTime tradingDay   = sessionIterator.ActualTradingDayExchange;
      DateTime beginTime       = sessionIterator.ActualSessionBegin;
      DateTime endTime     = sessionIterator.ActualSessionEnd;


      Output would be then like -

      Calculating trading day for Wednesday 16.11.2016 00:05:00
      The Prior Trading Day 15.11.2016 starts at 15.11.2016 00:00:00 and ends at 15.11.2016 23:00:00

      I look forward to being of further assistance.
      JesseNinjaTrader Customer Service

      Comment

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