File: WebAPI/trading_session_2.proto
Session times per day of week. All time offsets are in milliseconds from 00:00 UTC time of a specific date that corresponds to specific day of week. Offset values are optional and can be positive and negative (e.g., session can be completely ‘pre-open’ so only pre_open_offset and post_close_offset values are set).
Note: Session times may not match the exact exchange schedule, especially if the exchange has dynamic times (e.g., session starts after publishing a settlement, after the underlying contract trades, etc.) or if the exchange sends market data outside of session boundaries (e.g., late trades)
Type: DayOfWeek
Description: Days of week list with the same day schedule.
Type: sint64
Description: Session pre-open time offset.
Type: sint64
Description: Session open time offset.
Type: sint64
Description: Session close time offset.
Type: sint64
Description: Session post-close time offset.
Type: DayOfWeek
Description: Original day if the session was reallocated to the next trading day. Holidays must be applied to the original day. SessionDay with original day of week has a single day in the days_of_week list.