Extended and regular sessions

On TradingView there is an option (right click on chart, then Properties → Timezone/Sessions → Extended Hours) that controls type of current chart session. There are two types of session: regular (without pre and post market data) and extended (with them). In Pine Scripts it is possible to specify session type for additional data, that is requested with security function.

Usually you pass to security function first argument symbol name in form of EXCHANGE_PREFIX:TICKER, e.g. BATS:AAPL. In such a case, data with regular session type will be requested. For example:

study("Example 1: Regular Session Data")
cc = security("BATS:AAPL", period, close, true)
plot(cc, style=linebr)

If you want to request the same data but with extended session type, you should use tickerid function (don’t confuse it with variable tickerid). Example:

study("Example 2: Extended Session Data")
t = tickerid("BATS", "AAPL", session.extended)
cc = security(t, period, close, true)
plot(cc, style=linebr)

Now you should see the difference — the gaps are filled with data.

First argument of tickerid function is an exchange prefix (“BATS”), and the second argument is a ticker (“AAPL”). Third argument specifies the type of the session (session.extended). There is also a built-in variable session.regular for requesting regular session data. So, Example 1 could be rewritten as:

study("Example 3: Regular Session Data (using tickerid)")
t = tickerid("BATS", "AAPL", session.regular)
cc = security("BATS:AAPL", period, close, true)
plot(cc, style=linebr)

If you want to request the same session that is set for the current main symbol, just omit the third argument. It is optional. Or, if you want to explicitly declare in the code your intentions, pass syminfo.session built-in variable as third parameter to tickerid function. Variable syminfo.session holds the session type of the current main symbol.

study("Example 4: Same as Main Symbol Session Type Data")
t = tickerid("BATS", "AAPL")
cc = security(t, period, close, true)
plot(cc, style=linebr)

Writing code similar to Example 4 whatever session type you set in Chart Properties, your Pine Script would use the same type.