Regular Trading Hours (RTH)
The official US equity session: 09:30–16:00 ET, where most volume and most reliable data live.
What it means
Regular trading hours are the core session. Opening (09:30) and closing (16:00) are anchored by auctions that concentrate enormous volume; everything outside RTH is "extended hours" with different liquidity and different rules.
Most strategy statistics — average volume, typical spreads, indicator behavior — implicitly assume RTH data. Mixing extended-hours ticks into those calculations changes results in ways that are easy to miss.
Why traders care
- Time-of-day is a real edge dimension: the open, midday, and close behave like different markets.
- Restricting a strategy to a time window is often the single biggest robustness improvement.
In a TraderWe strategy
if HhmmSs >= 94000 and HhmmSs <= 153000 and ChangePct > 3:
Buy()Trade only between 09:40 and 15:30 — skipping the chaotic first minutes and the close.
Related terms
Educational content, not investment advice. Engine details describe how TraderWe computes this value; other platforms may define it differently.