All Sessions

All Sessions is used to refer to the trading session that encompasses both the Regular Trading Hours (RTH) session and the Electronic Trading Hours (ETH) sessions.

If you take the E-mini S&P 500 for example then the ETH session starts at 5:30pm the evening before and ends at 8:30am the next day. The RTH session starts at 8:30am and ends at 4:15pm the same day. So the All Sessions is from 5:30pm the previous day to 4:15pm the current day.

Charting software often splits sessions up and allows users to view different types of session data on a single chart. As such, indicators that run on these charts will usually use the data on the chart to calculate the values. If the high value in the All Sessions data was higher than the high value in the RTH data and the indicator uses the high value in its calculations then you will find that the indicator will produce different results based on the type of session that you are charting.