Trading session times (ProtoOAInterval)
Trading session times (ProtoOAInterval)
18 Mar 2022, 22:32
Hi All,
I'm looking at the Open API messaging models and would like to understand more about ProtoOAInterval. It's supposed to give info on a start date and end date of an event (for example trading session). Documentation says this:
startSecond: Interval start, specified in seconds starting from SUNDAY 00:00 in specified time zone (inclusive to the interval).
endSecond: Interval end, specified in seconds starting from SUNDAY 00:00 in specified time zone (exclusive from the interval).
When I get session times for EURUSD for example, I see that the startSecond, after converting it to a datetime object in Python, is 21:01, while the endSecond (again as a datetime) will be 20:59 the next day. And then the next startSecond is 21:01 again, endSecond is 20:59 the next day, etc etc... Does this mean trading is off every day for 2 minutes? I don't get the part of the documentation that talks about inclusive/exclusive to/from the interval, this might have something to do with that.
Thanks!
Replies
csabz90
21 Mar 2022, 10:40
RE:
amusleh said:
Hi,
A Symbol schedule field gives you the symbol trading sessions, each session (ProtoOAInterval) has a start time which is inclusive and end time which is exclusive.
By inclusive it means that value is included, and by exclusive it mean that value it not included.
This data for each symbol is set by your broker, and if there is a gap between two sessions then it means you can't trade that symbol during that gap period.
Got it, thanks!
@csabz90
darrelkley
24 Aug 2023, 05:52
( Updated at: 24 Aug 2023, 05:58 )
RE: Trading session times (ProtoOAInterval)
amusleh said:
Hi,
A Symbol schedule field gives you the symbol trading sessions, each session (ProtoOAInterval) has a start time which is inclusive and end time which is exclusive.
By inclusive it means that value is included, and by exclusive it mean that value it not included.
This data for each symbol is set by your broker, and if there is a gap between two sessions then it means you can't trade that symbol during that gap period.
Hello,
I have a question regarding the holiday (ProtoOAHoliday) of a symbol. Will the holiday entry be removed from the collection once it is passed? Say 17 Aug 2023 is a holiday and I get the Symbol holidays on 1 Aug 2023, then there will be an entry for 17 Aug 2023. But will this entry still be there if I get the symbol data on 19 Aug 2023?
Regards,
Darrel
@darrelkley
amusleh
21 Mar 2022, 08:49
Hi,
A Symbol schedule field gives you the symbol trading sessions, each session (ProtoOAInterval) has a start time which is inclusive and end time which is exclusive.
By inclusive it means that value is included, and by exclusive it mean that value it not included.
This data for each symbol is set by your broker, and if there is a gap between two sessions then it means you can't trade that symbol during that gap period.
@amusleh