Day

A day in TPA is defined as a single trading session. Multiple trading sessions in the same day are not supported in a single database, although a separate database can be used for another session, if any. A day contains a collection of periods , which contain the actual trading data (date, open, high, low, close). In addition, a day contains the volume , open interest , day type , economic statistics, current contract, value area, opening range, free-form notes (PTT, Inc.-supplied and user-supplied), and a spreadsheet . Regardless of the time at your location, a trading session is dated on the day when that session opened at the exchange local time.