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Trading-Sessions.md

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Trading Sessions

A trading session defines the hours in a week when a symbol is actively traded on an exchange. The trading session of a symbol is passed to the Charting Library in the session field of the symbol information.

Session time is expected to be in the exchange time zone.

Use this parser to check your session string: http://tradingview.github.io/checksession.html

Session formats

The trading session is defined by a string. The format allows many different kinds of sessions to be described.

24/7 sessions

A session that runs 24 hours a day, 7 days a week including Saturday and Sunday.

  • 24x7

Sessions within a day

A session within a day. For example:

  • 0930-1600 starts at 9:30am and ends at 16:00pm from Monday to Friday.

  • 0000-0000 starts at 0:00am to 0:00am from Monday to Friday.

Overnight sessions

A session may go over multiple days. For example:

  • 1600-0930 starts at 4:00pm the previous day, and ends at 9:30am on the current day.

  • 1700-1700 starts at 5:00pm the previous day, and ends at 5:00pm on the current day.

The 'F' symbol can be used for sessions that start a relative number of days ago. The number of days cannot be more than 6:

  • 1600F-0930 starts at 4:00pm on the previous day, ends at 9:30am. For example Wednesday's session starts at 7:00pm and ends at 9:30am on Thursday.

  • 1900F-2350F starts at 7:00pm on the previous day, ends at 11:50pm on the previous day. For example Monday's session starts at 7:00pm on Sunday and ends at 11:50pm on Sunday.

  • 1900F3-1900 starts at 19:00 three days ago. For example Friday's session starts at 7:00pm on Tuesday and ends at 7:00pm on Friday.

  • 1900F3-2350F3 starts at 19:00 three days ago and end at 23:50 three days ago. For example Friday's session starts at 7:00pm on Tuesday and ends at 7:00pm on Tuesday.

Multiple sessions

There may be more than one session in one trading day. If that's the case you should pass all of them as sessions separated with comma:

  • 0930-1400,1430-1700 The first session starts at 9:30am and ends at 2:00pm, and the second session starts at 2:30pm and ends at 5:00pm.

Different sessions for different days

By default sessions are assumed to be for Monday to Friday with no sessions on Saturday or Sunday.

Day numbers are 1 for Sunday and 7 for Saturday (2 - Monday, 3 - Tuesday, etc.).

You can use the : specifier to assign the day the session should be applied to, which allows you to include Saturday and Sunday:

  • 0900-1400:2|0900-1630 on Mondays the session starts at 9:00am and ends at 2:00pm. On all other days the session starts at 9:00am and ends at 4:30pm.
  • 2200-2200:3456|1700F-2200:2 the Monday session starts at 5:00pm on Sunday and ends at 10:00pm on Monday. On all other days the session starts at 10:00pm the previous day and ends at 10:00pm.
  • 0930-1630:34567 starts at 9:30am and ends at 4:30pm on Tuesday, Wednesday, Thursday, Friday, and Saturday.

You can specify more than 1 day for a single session. For example in 0900-1630|0900-1400:23 the 0900-1400 session will be assigned to days 2 and 3 (Monday and Tuesday).

Examples

Let's look at some examples in detail.

0900-1400:2|0900-1630

Monday has one session starting at 9:00am and ending at 2:00pm.

All other week days have one session starting at 9:00am and ending at 4:30pm.

Fragment Meaning
0900-1630 A session 0900-1630. This session will be assigned by default to all non-weekend days because it's not followed by the : specifier.
| Sessions separator. This character divides different sessions.
0900-1400 A session 0900-1400. It's the session for a day #2 (see below).
: Day specifier. This character follows the session hours and is followed by the day numbers.
2 The day number for the session above (Monday).

1715F-0300,0915-1200,1300-1630:3456|1715F3-0300F2,0915-1200,1300-1630:2

Monday has three sessions. The first starts at 5:15pm on Friday and ends at 3:00am on Saturday, the second starts at 9:15am on Monday and ends at 12:00 midday, and the third starts at 1:00pm and ends sat 4:30pm.

Tuesday, Wednesday, Thursday, and Friday also have three sessions. The first starts at 5:15pm on the previous day and ends at 3:00am on the current day, the second starts at 9:15am on current day and ends at 12:00 midday, and the third starts at 1:00pm and ends sat 4:30pm.

Fragment Meaning
1715F-0300 A session starting at 5:15pm one day ago, and ending at 3:00am.
0915-1200 A session starting at 9:00am, and ending at 12:00 midday.
1300-1630 A session starting at 1:00pm, and ending at 4:30pm.
: Day specifier. This character follows the session hours and is followed by the day numbers.
3456 The day numbers for the sessions above (Tuesday, Wednesday, Thursday, and Friday).
| Sessions separator. This character divides different sessions.
1715F3-0300F2 A session starting at 5:15 three days ago, and ending at 3:00am two days ago.
0915-1200 A session starting at 9:15am, and ending at 12:00 midday.
1300-1630 A session starting at 1:00pm, and ending at 4:30pm.
: Day specifier.
2 The day number for the session above (Monday).

version: 1.1:

You can specify the first trading day of the week using semicolon. Examples:

  • 1;0900-1630|0900-1400:2 - first day of the week is Sunday
  • 0900-1630|0900-1400:2;6 - first day of the week is Saturday
  • 0900-1630|0900-1400:2 - first day of the week is Monday (default value)