Sessions

A Session declares when the market is open and how bars are sliced. Strategies reference sessions by class name via Symbol(session=...); the platform uses the session to fetch broker data and align bar timestamps across venues.

class USEquityHourly(Session):
    """US Equities — hourly bars during the regular session."""
    timezone = "America/New_York"
    days = ["mon", "tue", "wed", "thu", "fri"]
    bars = [
        ("09:30", "10:30"),
        ("10:30", "11:30"),
        ("11:30", "12:30"),
        ("12:30", "13:30"),
        ("13:30", "14:30"),
        ("14:30", "15:30"),
        ("15:30", "16:00"),
    ]
    broker = {
        "tradestation": {"sessionTemplate": "Default", "unit": "Minute", "interval": "60"},
    }

Required fields

Field	Type	Notes
timezone	string	IANA timezone name (e.g. "America/New_York", "Asia/Jerusalem"). Governs the session’s bar windows and the wall clock strategies read from this session’s symbols via timestamp.
days	list of strings	Lowercase 3-letter abbreviations: "mon", "tue", "wed", "thu", "fri", "sat", "sun".
bars	list of (start, end) tuples	Each bar’s open and close times in "HH:MM" format, in the session’s timezone.

Optional fields

Field	Type	Notes
broker	dict	Broker-specific parameters used when fetching data. Keys are broker names ("tradestation", etc.).

The broker dict is a pass-through to the broker’s data API. Different brokers want different fields — consult the broker’s documentation.

Bar tuples are explicit

There is no interval shorthand — every bar window is written out as an explicit (start, end) tuple. A 30-minute session lists all 13 bars:

class USEquity30Min(Session):
    """30-minute bars, US equity. 13 bars/day."""
    timezone = "America/New_York"
    days = ["mon", "tue", "wed", "thu", "fri"]
    bars = [
        ("09:30", "10:00"), ("10:00", "10:30"), ("10:30", "11:00"), ("11:00", "11:30"),
        ("11:30", "12:00"), ("12:00", "12:30"), ("12:30", "13:00"), ("13:00", "13:30"),
        ("13:30", "14:00"), ("14:00", "14:30"), ("14:30", "15:00"), ("15:00", "15:30"),
        ("15:30", "16:00"),
    ]
    broker = {"tradestation": {"sessionTemplate": "Default", "unit": "Minute", "interval": "30"}}

Explicit tuples keep a session a pure, reviewable declaration — the list you read is exactly the bar schedule the platform trades on, with nothing generated behind your back.

Daily and longer

For daily bars, use a single tuple:

class USEquityDaily(Session):
    """US Equities — one daily bar."""
    timezone = "America/New_York"
    days = ["mon", "tue", "wed", "thu", "fri"]
    bars = [("09:30", "16:00")]
    broker = {"tradestation": {"sessionTemplate": "Default", "unit": "Daily", "interval": "1"}}

Weekly and monthly bars are broker pass-through — the session declares the trading calendar and the broker dict tells the broker to return aggregated bars.

The platform catalog also ships Daily1615 — daily bars over a Mon–Fri 09:30–16:15 ET window, covering the cash-index/VIX settlement window (e.g. $SPX.X, $VIX.X, which keep printing until 16:15):

trade = Symbol(session=Daily1615)

Use USEquityDaily for ordinary stocks and ETFs; use Daily1615 when the instrument settles at 16:15.

Why declare sessions at all?

Two reasons.

1. Determinism. A backtest needs to know “what counts as a bar” without depending on broker-specific defaults that can change.
2. Cross-venue alignment. When two symbols on different brokers share a session, their bars are aligned to the same wall-clock timestamps — multi-symbol strategies work consistently.

The session is the universal bar-timing contract. Strategies stay broker-agnostic; sessions resolve to broker-specific fetch parameters at deploy time.

Where sessions live

Sessions are declared once in your organization’s catalog and referenced by class name. You don’t redeclare them in every strategy — trade = Symbol(session=USEquityDaily) is a lookup, not a declaration.

The platform’s sessions

Times are New York time unless the row says otherwise. Futures bars per day count one full trading day (23 hours).

Session	Name	Market	Hours	Bars per day
USEquity1Min	US Equity 1-Minute	US stocks and ETFs	Mon–Fri 09:30–16:00	390
USEquity5Min	US Equity 5-Minute	US stocks and ETFs	Mon–Fri 09:30–16:00	78
USEquity15Min	US Equity 15-Minute	US stocks and ETFs	Mon–Fri 09:30–16:00	26
USEquity30Min	US Equity 30-Minute	US stocks and ETFs	Mon–Fri 09:30–16:00	13
USEquityHourly	US Equity Hourly	US stocks, ETFs and indexes	Mon–Fri 09:30–16:00	7 (the last is 30 minutes)
USEquityHourlyBasedOn1Minute	US Equity Hourly from 1-minute	US stocks, ETFs and indexes	Mon–Fri 09:30–16:00	7, built from 1-minute bars
USEquity2Hour	US Equity 2-Hour	US stocks and ETFs	Mon–Fri 09:30–16:00	4 (the last is 30 minutes)
USEquityDaily	US Equity Daily	US stocks, ETFs and indexes	Mon–Fri 09:30–16:00	1
USEquityWeekly	US Equity Weekly	US stocks and ETFs	One bar per week	—
USEquityMonthly	US Equity Monthly	US stocks and ETFs	One bar per month	—
Daily1615	Index Daily 16:15	Cash indexes and VIX	Mon–Fri, day ends 16:15	1
Daily1615BasedOn1Minute	Index Daily 16:15 from 1-minute	Cash indexes and VIX	Mon–Fri 09:30–16:15	1, built from 1-minute bars
DailyBy1MinuteExtendedHours	Index Daily 16:15, extended hours	Cash indexes and VIX	Mon–Fri 09:30–16:15	1, built from 1-minute bars with extended-hours data
Futures1Min	US Equity Futures 1-Minute	US index futures	Sun 18:00 – Fri 17:00, break 17:00–18:00	1,380
Futures3Min	US Equity Futures 3-Minute	US index futures	Sun 18:00 – Fri 17:00, break 17:00–18:00	460
Futures5Min	US Equity Futures 5-Minute	US index futures	Sun 18:00 – Fri 17:00, break 17:00–18:00	276
Futures15Minutes	US Equity Futures 15-Minute	US index futures	Sun 18:00 – Fri 17:00, break 17:00–18:00	92
Futures30Min	US Equity Futures 30-Minute	US index futures	Sun 18:00 – Fri 17:00, break 17:00–18:00	46
Futures1Hour	US Equity Futures Hourly	US index futures	Sun 18:00 – Fri 17:00, break 17:00–18:00	23
Futures1Day	US Equity Futures Daily	US index futures	Each bar 18:00 the evening before to 17:00	1
TelAvivDaily	Tel Aviv Daily	Tel Aviv stocks, ETFs and bonds	Sun–Thu 09:59–17:25 Israel time	1
Forex4Hour	Forex 4-Hour	Forex	Mon–Fri, around the clock	6
Forex24h1Min	Forex 1-Minute	Forex	Sun 17:00 – Fri 17:00, no daily break	1,440
Forex24h5Min	Forex 5-Minute	Forex	Sun 17:00 – Fri 17:00, no daily break	288
Forex24h15Min	Forex 15-Minute	Forex	Sun 17:00 – Fri 17:00, no daily break	96
Forex24h1Hour	Forex Hourly	Forex	Sun 17:00 – Fri 17:00, no daily break	24
Forex24h1Day	Forex Daily	Forex	Each bar 17:00 the evening before to 17:00	1
Crypto1Hour	Crypto Hourly	Crypto	Every day, around the clock (UTC)	24

The session id in the first column is what Symbol(session=...) and a connected AI use. The name is what you see in RaamTrade.

“From 1-minute” sessions

A few sessions build each bar out of 1-minute bars instead of asking for the bar directly. The bars come out on the same schedule. The difference shows in a Deep backtest: with a stop loss, take profit or trailing stop, it can follow the real path inside each bar instead of only the bar’s open, high, low and close. It is costlier to run, so use it when your strategy relies on those exits.

Common diagnostics

Code	What it means
RC2_UNKNOWN_SESSION	Session class in Symbol(session=...) doesn’t resolve to a declared session.