Session

QuantConnect.Data.Market.Session

Session(
    tick_type: TickType,
    exchange_hours: SecurityExchangeHours,
    symbol: Union[Symbol, str, BaseContract],
    size: int = 0,
)

Bases: RollingWindow[SessionBar], IBar

Provides a rolling window of SessionBar with size 2, where <0> contains the current session values in progress (OHLCV + OpenInterest), and <1> contains the fully consolidated data of the previous trading day.

Initializes a new instance of the Session class

Parameters:

Name	Type	Description	Default
`tick_type`	`TickType`	The tick type to use	required
`exchange_hours`	`SecurityExchangeHours`	The exchange hours	required
`symbol`	`Union[Symbol, str, BaseContract]`	The symbol	required
`size`	`int`	The number of items to hold	`0`

open

open: float

Opening price of the session

high

high: float

High price of the session

low

low: float

Low price of the session

close

close: float

Closing price of the session

volume

volume: float

Volume traded during the session

open_interest

open_interest: float

Open Interest of the session

symbol

symbol: Symbol

The symbol of the session

end_time

end_time: datetime

The end time of the session

size

size: int

Gets the size of this window

count

count: int

Gets the current number of elements in this window

samples

samples: int

Gets the number of samples that have been added to this window over its lifetime

is_ready

is_ready: bool

Gets a value indicating whether or not this window is ready, i.e, it has been filled to its capacity

most_recently_removed

most_recently_removed: (
    QuantConnect_Indicators_RollingWindow_T
)

Gets the most recently removed item from the window. This is the piece of data that just 'fell off' as a result of the most recent add. If no items have been removed, this will throw an exception.

reset

reset() -> None

Resets the session

scan

scan(current_local_time: Union[datetime, date]) -> None

Scans this consolidator to see if it should emit a bar due to time passing

to_string

to_string() -> str

Returns a string representation of current session bar with OHLCV and OpenInterest values formatted. Example: "O: 101.00 H: 112.00 L: 95.00 C: 110.00 V: 1005.00 OI: 12"

update

update(data: BaseData) -> None

Updates the session with new market data and initializes the consolidator if needed

Parameters:

Name	Type	Description	Default
`data`	`BaseData`	The new data to update the session with	required

getitem

__getitem__(
    i: int,
) -> QuantConnect_Indicators_RollingWindow_T

Indexes into this window, where index 0 is the most recently entered value

Parameters:

Name	Type	Description	Default
`i`	`int`	the index, i	required

Returns:

Type	Description
`QuantConnect_Indicators_RollingWindow_T`	the ith most recent entry.

iter

__iter__() -> (
    Iterator[QuantConnect_Indicators_RollingWindow_T]
)

setitem

__setitem__(
    i: int, value: QuantConnect_Indicators_RollingWindow_T
) -> None

Indexes into this window, where index 0 is the most recently entered value

Parameters:

Name	Type	Description	Default
`i`	`int`	the index, i	required

Returns:

Type	Description
`None`	the ith most recent entry.

add

add(item: QuantConnect_Indicators_RollingWindow_T) -> None

Adds an item to this window and shifts all other elements

Parameters:

Name	Type	Description	Default
`item`	`QuantConnect_Indicators_RollingWindow_T`	The item to be added	required

get_enumerator

get_enumerator() -> (
    IEnumerator[QuantConnect_Indicators_RollingWindow_T]
)

Returns an enumerator that iterates through the collection.

Returns:

Type	Description
`IEnumerator[QuantConnect_Indicators_RollingWindow_T]`	A System.Collections.Generic.IEnumerator`1 that can be used to iterate through the collection.