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Get First bar of session

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  • Get First bar of session

    Hi,

    I know there is quite a simple equation to get the open bar value of the day, but I am trying to get the open value of the session, not the day (in my local time). I trade futures and when I use the typical function to get the first bar of the day it takes the first bar of my actual day, so 12am etc instead of the first bar of the session, which would generally be 7am Chicago time, depending on the day.

    I guess I could program a huge amount of logic to determine what the time is currently and then go back a certain amount of bars until I hit the chicago open time and get that open price, but surely there must be a simpler equation... ?

    Does anyone have any suggestions? or a function I haven't found which would be awesome!

    Please help.

    Scott
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