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Creating an RTH-only dataset (09:30–16:00) in the Data Manager

1 replies

6 months ago #291876

Hello StrategyQuant Team,

I would like to create a separate dataset for the ES futures that includes only the Regular Trading Hours session (09:30–16:00 EST).

My question:Is it possible to trim or filter historical data in the StrategyQuant Data Manager so that only the 09:30–16:00 session is included? If yes, what is the correct way to do this?

Thank you very much for your support!

Best regards,

Michael

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6 months ago #291947

Create a new session in Data Manager. Define time ranges and then apply the created session under Builder -> Trading options -> Session. Works only for TradeStation/Multicharts engines

This will cut 23 hours of the data into your desired session time window

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