Named sessions (NY, London, Asia) and the CME trading day
Senzoukria anchors every futures session on the CME trading day (17:00 Chicago open) and splits it into named sessions — Asia, London, New York — with each boundary resolved day by day in its own IANA time zone. Profiles, session CVD and replay distributions use these definitions.
Senzoukria · Documentation · Updated September 2026
Where to find it
- Where
- Market Profile → Period → « Sessions NY / London / Asia », « RTH indices (8:30–15:00 CT) » or « CME day (17:00 CT) ». The Volume Profile period list offers « Session » and « CME day (17:00 CT) », not the named-session templates
- CME day
- Opens 17:00 America/Chicago; anything before 17:00 CT belongs to the previous day's session
- Time-axis zone
- Chart TZ button: Local (system), UTC, New York, Chicago, London, Paris, Tokyo; default Local
What it does
Globex closes at 16:00 Chicago time and reopens at 17:00 the same calendar day, so a trading day runs from 17:00 CT to 16:00 CT the next day and straddles two dates. Senzoukria keys every bar to the calendar date on which its session opened, using Intl with America/Chicago so daylight-saving changes come from the system time-zone database instead of a hand-written rule. Midnight UTC, local midnight or Tokyo midnight would each cut an open session in two, and each of those errors produces numbers that do not match reference platforms.
On top of the CME day, the orderflow template splits the day into ASIA 18:00→03:00 ET, LONDON 03:00→09:30 ET and NY 09:30→16:00 ET. Each boundary carries its own zone and is resolved for each day; US and EU daylight-saving switches diverge by two to three weeks in spring and one week in autumn, so a fixed offset would miss the real London open for an hour during those windows. The RTH template for index futures is 08:30→15:00 America/Chicago.
The same session key drives the session start index used by the cumulative delta: CVD restarts at the session boundary instead of at the first loaded bar, so its value no longer depends on how much history was downloaded.
Settings
| Setting | Default | What it changes |
|---|---|---|
| Market Profile period « CME day (17:00 CT) » | — | One profile per Globex day anchored on the 17:00 Chicago open; the Volume Profile offers the same choice |
| Market Profile period « Sessions NY / London / Asia » | — | One profile per named session of the orderflow template (ET boundaries above); Market Profile only |
| Market Profile period « RTH indices (8:30–15:00 CT) » | — | One profile per regular-hours session of ES/NQ/RTY/YM; other products have different RTH and are not covered by this template |
| Timezone (TZ button) | Local (system) | Display zone of the time axis and the midnight used by the 1-day history range; the session logic itself stays on Chicago |
| Midnight continuity | 24 h cap (code) | When history before the app was opened is missing, flat synthetic bars from local midnight fill the axis; they carry zero volume and are replaced by any real bar |
How to use it
Choose « Sessions NY / London / Asia » on the Market Profile to compare the value area built overnight with the one built in New York hours. Choose « RTH indices » to reproduce the regular-hours profile that most reference platforms show for ES and NQ. Keep « CME day » — available on both the Market Profile and the Volume Profile — for a profile that matches the exchange's own daily statistics.
Set the time-axis zone to Chicago when reading session boundaries: 17:00 and 08:30 then read directly on the labels.
Limits and pitfalls
- The ORDERFLOW template is a convention, all three boundaries anchored on New York; a template using the true 08:00 London open is possible but not shipped.
- RTH differs per product (CL, GC…); only the index template exists today.
- Synthetic midnight bars are not data: they show that nothing is known, not that nothing traded, and are only generated for intraday time-based timeframes.
- The named-session and RTH templates are period choices of the Market Profile; the Volume Profile period list stops at « Session » (a 45-minute gap in the loaded history) and « CME day ».
Related pages
- Economic events on the chart
- Volume profile explained
- Session VWAP bands indicator
- Initial balance indicator
This page in other languages
Frequently asked questions
- Why does a bar at 16:30 Chicago belong to today's session and a bar at 16:30 the next day to tomorrow's?
- Both are after 16:00 close and before the 17:00 open. The session key is the calendar date of the open: a bar strictly before 17:00 CT is attached to the session opened the previous day, so 16:30 belongs to the day that opened at 17:00 the evening before.
- What happens during a daylight-saving gap such as 02:30 on a US switch day?
- No shipped boundary falls in a gap. If a user template ever did, the resolver returns the same wall-clock minute projected after the gap (02:30 → 03:30), deterministically, without throwing on the render path.
- Can I build a Volume Profile per London session?
- Not from the period list: « Sessions NY / London / Asia » and « RTH indices » are options of the Market Profile period. The Volume Profile offers « Session », which opens on a 45-minute gap in the loaded history, and « CME day (17:00 CT) ».