MarketSession
The Market Session represents a list of official durations in which trade and quote activities occur for a particular instrument.
| Name | Value | Description |
|---|---|---|
| PRE | "pre" | The definition should retrieve data during pre-market session |
| NORMAL | "normal" | The definition should retrieve data during normal market session |
| POST | "post" | The definition should retrieve data during post-market session |
Usage
The following example demonstrates how to create a historical pricing summaries definition for LSEG.L and get the 20 most recent summaries using only pre-market session data.
using LSEG.Data.Content.HistoricalPricing;
var definition = Summaries.Definition()
.Universe("LSEG.L")
.Sessions(HistoricalPricing.Sessions.pre)
var summariesData = definition.GetData();