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Date/Time: Wed, 30 Apr 2025 11:28:39 +0000



Post From: At some point, we need more than two (day/evening) sessions

[2025-04-22 22:39:04]
joshtrader - Posts: 510
I realize that the two Day/Evening sessions concept is so baked into SC's core code and studies that it will probably never happen, but we need the ability to have more than 2 sessions.

Pretty much all futures contracts follow the same pattern:
* Session open which is 6pm ET for most
* Cash/pit session the next day (9am for crude, 9:30 for equity index, 8:20 for treasuries, etc.)
* Post-settlement (2:30pm for crude, 4pm for ES, 3pm for treasuries, etc.)

The same pattern applies for US stocks. 4am pre-market open, 9:30am cash open, 4pm post-market open.

(More exotic futures contracts have pauses and are not as straightforward)

Each new session should have a new bar. That is the main requirement.

For a volume profile, I can do custom intraday sessions, but without a new bar, they will never be accurate. There is no way to achieve 3 separate profiles which have accurate start/end times, for the above cases.

If we could just have some way to create a new bar at one more time, it would suffice. I'm not holding my breath, but I at least wanted to express that this is a limitation currently.