I like to monitor all trading activity for emini futures such as S&P premarket. Because globex (premarket) data starts the previous calendar day and runs through midnight before start of the new trading session proper - can someone advise how to capture the beginning of the globex data.
I want to then find the high/low of this trading activity before new session start. I have attempted various coding methods and just end up starting at midnight without capturing the time from the end of previous day session right through midnight and to the beginning of new trading session so that hi/lo lines can be drawn from the exact bar when the premarket/globex session commences to when it ends.
The code that I have done so far is attached
I want to then find the high/low of this trading activity before new session start. I have attempted various coding methods and just end up starting at midnight without capturing the time from the end of previous day session right through midnight and to the beginning of new trading session so that hi/lo lines can be drawn from the exact bar when the premarket/globex session commences to when it ends.
The code that I have done so far is attached
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