Multiple Session Times
Overview
When exchanges have two sessions it’s possible to only display one session when using realtime data. For example, US equity exchanges have traditional session times between 9.30 am to 4 pm used in official daily pricing (and our daily end-of-day data), followed by an out-of-hours session between 4 pm to 9.30 am.
By default Optuma will show a single session for all codes, running 24 hours from 12 am to 12 am so that all the data received from the 3rd party source is unaltered (ie you see everything they send).
In Optuma you can set the sessions to be displayed in your charts via the Data - Exchanges menu. In the following example, the US Equities exchange has been set up to show the two sessions mentioned above:
Any chart opened from US Equities will now have two sessions which will allow a couple of advanced features to be used.
15 minute chart with Session 1 (standard market hours) in green, and Session 2 (out-of-market) in red.
Single Session Only Filter
If you wish to only view the data (on an intraday time frame) for only one of the two sessions you can do this by clicking on a bar on the chart, going to the left side Properties panel, expanding the Filters section, and ticking the Show Single Session checkbox.
Once enabled, a drop-down will be added below the Show Single Session checkbox allowing you to toggle between Session 1 and Session 2.
In the above example, only the first session would display (9:30am to 4pm), hiding all data outside those hours.
Apple 15 min chart set to show Session 1 bars only (9.30 am to 4.00 pm).
Apple 15 min chart set to show Session 2 bars only (4.00 am to 9.30 pm).
Time Intervals Colour Scheme - Sessions
When a chart has two session times enabled the Time Intervals colour scheme available on all charts will include an option called Sessions.
When selected, the bars within the two different sessions will display different colours, making it easy to distinguish the activity between the two sessions.