Namespace DxFeed.Graal.Net.Schedules

Classes

Day

Day represents a continuous period of time approximately 24 hours long. The day is aligned to the start and the end of business activities of a certain business entity or business process. For example, the day may be aligned to a trading schedule of a particular instrument on an exchange. Thus, different days may start and end at various local times depending on the related trading schedules.

The length of the day depends on the trading schedule and other circumstances. For example, it is possible that day for Monday is longer than 24 hours because it includes part of Sunday; consequently, the day for Sunday will be shorter than 24 hours to avoid overlapping with Monday.

Days do not overlap with each other - rather they form consecutive chain of adjacent periods of time that cover entire time scale. The point on a border line is considered to belong to following day that starts there.

Each day consists of sessions that cover entire duration of the day. If day contains at least one trading session (i.e. session within which trading activity is allowed), then the day is considered trading day. Otherwise the day is considered non-trading day (e.g. weekend or holiday).

Day may contain sessions with zero duration - e.g. indices that post value once a day. Such sessions can be of any appropriate type, trading or non-trading. Day may have zero duration as well - e.g. when all time within it is transferred to other days.

DayFilter

A filter for days used by various search methods. This class provides predefined filters for certain Day attributes, although users can create their own filters to suit their needs.

Please note that days can be either trading or non-trading, and this distinction can be either based on rules (e.g. weekends) or dictated by special occasions (e.g. holidays). Different filters treat this distinction differently - some accept only trading days, some only non-trading, and some ignore type of day altogether.

Schedule

Schedule class provides API to retrieve and explore trading schedules of different exchanges and different classes of financial instruments. Each instance of schedule covers separate trading schedule of some class of instruments, i.e. NYSE stock trading schedule or CME corn futures trading schedule. Each schedule splits entire time scale into separate Day that are aligned to the specific trading hours of covered trading schedule.

Session

Session represents a continuous period of time during which apply same rules regarding trading activity. For example,

regular trading session

is a period of time consisting of one day of business activities in a financial market, from the opening bell to the closing bell, when regular trading occurs.

Sessions can be either trading or non-trading, with different sets of rules and reasons to exist. Sessions do not overlap with each other - rather they form consecutive chain of adjacent periods of time that cover entire time scale. The point on a border line is considered to belong to following session that starts there. Each session completely fits inside a certain day. Day may contain sessions with zero duration - e.g. indices that post value once a day. Such sessions can be of any appropriate type, trading or non-trading.

SessionFilter

A filter for sessions used by various search methods. This class provides predefined filters for certain Session attributes, although users can create their own filters to suit their needs.

Please note that sessions can be either trading or non-trading, and this distinction can be either based on rules (e.g. weekends) or dictated by special occasions (e.g. holidays). Different filters treat this distinction differently - some accept only trading sessions, some only non-trading, and some ignore type of session altogether.

Enums

SessionType

Defines type of a session - what kind of trading activity is allowed (if any), what rules are used, what impact on daily trading statistics it has, etc. The NO_TRADING session type is used for non-trading sessions.

Some exchanges support all session types defined here, others do not.

Some sessions may have zero duration - e.g. indices that post value once a day. Such sessions can be of any appropriate type, trading or non-trading.