Indices · Index process and review · lesson 3 of 9 · 6 min read · David Alexander
Recording the session, because the market changes
session field
When a trade was entered, recorded in bands rather than timestamps: the opening auction and first hour, mid-session, the close, or held overnight. Coarse enough to group by and precise enough to reveal a rule that only works in one of them.
This lesson is part of the advanced modules.
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