Session Range

High-minus-low range accumulated within each of the three canonical trading sessions — Asia (00:00–08:00), EU (08:00–16:00), US (16:00–24:00) local — of the current day. All three reset at the local day boundary.

Quick reference

Item	Value
Family	Seasonality & Session
Input type	Candle (uses high, low, timestamp)
Output type	SessionRangeOutput { asia, eu, us }
Output range	>= 0 per field (0.0 before a session is seen)
Default parameters	utc_offset_minutes = 0 (UTC)
Warmup period	1
Interpretation	Which session drove the day's range

Formula

session = hour / 8        # 0 Asia, 1 EU, 2 US (local hour)
per session, within the local day:
  range = max(high) - min(low)   (0.0 if no bar yet)

See crates/wickra-core/src/indicators/session_range.rs.

Parameters

Name	Type	Default	Constraint	Source	Description
utc_offset_minutes	i32	0	none	session_range.rs:84	Shifts the instant before deriving the session and day.

SessionRange::new is infallible.

Inputs / Outputs

const _: fn(&mut wickra::SessionRange, wickra::Candle) -> Option<wickra::SessionRangeOutput> =
    <wickra::SessionRange as wickra::Indicator>::update;

• Python. update((o,h,l,c,v,ts)) → (asia, eu, us); batch(...) → (n, 3) array.
• Node. update(...) → { asia, eu, us }; batch(...) → flat number[] length n*3.
• WASM. update(...) → { asia, eu, us } object.

Warmup

warmup_period() == 1. Sessions with no bar yet report 0.0.

Edge cases

• Bars routed by hour. A 02:00 bar lands in Asia, 10:00 in EU, 20:00 in US (test assigns_bars_to_sessions).
• Widens within a session (test widens_within_one_session).
• All three reset at the day boundary (test resets_sessions_on_new_day).
• Offset can move a bar between sessions — a 07:00 UTC bar becomes EU under a +120 offset (test utc_offset_moves_bar_between_sessions).
• Reset. Clears all three sessions (test reset_clears_state).

Examples

Rust

use wickra::{Candle, Indicator, SessionRange};

fn main() -> Result<(), Box<dyn std::error::Error>> {
    let hour = 3_600_000;
    let mut sr = SessionRange::new(0);
    sr.update(Candle::new(100.0, 104.0, 98.0, 101.0, 1.0, 2 * hour)?);   // Asia
    let v = sr.update(Candle::new(101.0, 110.0, 100.0, 109.0, 1.0, 10 * hour)?).unwrap(); // EU
    println!("{} {} {}", v.asia, v.eu, v.us); // 6 10 0
    Ok(())
}

Python

import wickra as ta

HOUR = 3_600_000
sr = ta.SessionRange(0)
sr.update((100.0, 104.0, 98.0, 101.0, 1.0, 2 * HOUR))
print(sr.update((101.0, 110.0, 100.0, 109.0, 1.0, 10 * HOUR)))  # (6.0, 10.0, 0.0)

Node

const wickra = require('wickra');
const HOUR = 3_600_000;
const sr = new wickra.SessionRange(0);
sr.update(100, 104, 98, 101, 1, 2 * HOUR);
console.log(sr.update(101, 110, 100, 109, 1, 10 * HOUR)); // { asia: 6, eu: 10, us: 0 }

Streaming

sr = ta.SessionRange(0)
for o, h, l, c, v, ts in candle_feed:
    r = sr.update((o, h, l, c, v, ts))
    # compare r.asia / r.eu / r.us to see which session dominated

Interpretation

1. Volatility attribution. Identifies which trading session contributed the day's range — useful for venue-specific session strategies.
2. Session breakout context. A wide US range after a quiet Asia session flags a session-driven directional move.

Common pitfalls

• Fixed 8-hour windows. Sessions are equal eighths of the local day; they do not track holiday or daylight-saving shifts — set utc_offset_minutes for the venue's standard time.
• 24/7 instruments. The split is by clock hour, not by liquidity; interpret accordingly for crypto.

See also

• SessionHighLow — whole-day range.
• AverageDailyRange — multi-day mean range.
• Indicators-Overview — full taxonomy.