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Date/Time: Sat, 04 May 2024 03:12:31 +0000

Post From: how to get the last bar of a trading session

[2021-05-05 15:37:10] Link To Thread - Link To Post [Go To First Post]
User30743 - Posts: 364
how to get the last bar of a trading session? for example, US futures ends at 15:15 on normal days so it is easy to close the position by hardcoding some previous time. but what about days that have early close? Around 12:00 clock. How to deal with it? I would like to have a systematic approach and never hold any positions over night, so I need to somehow get the last bar of current trading session and flat the position there, if it was not done earlier. Ay ideas how to do it?