the session can be set for your futures trading to respect US stock market trading hours. Nowadays ES trades 23 hour a day while respecting Asia session, EU session situation and other economical news when the US stock market is closed so there are opportunities and there are days in these days when most of the index futures market move happens during EU morning.
You can surely trade with or without using session whatever works better for you
If the session is used it can be set like 8.30 – 15.00 each day (exchange time) otherwise market trades from 17:00 previous day to 16:00 next day (no session)
NOTE: if you set session times then only data from between those times are used to build strategies
Yes, when session is set to 8.30 – 15.00 you see only candles from between those times in both SQX and MultiCharts … its made to be the same in both platforms
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