Market sessions
A 24/7 chain against a 24/5 underlying market — and why every record carries which session it belongs to.
Why sessions matter here
Chainlink's tokenized equity feeds run 24/5, following market hours across regular, pre-market, post-market and overnight sessions. The chain itself never stops. Trades therefore land while the underlying equity market is closed — precisely when divergence from the underlying is widest and price discovery is thinnest.
Without a session tag, every OHLCV series on this chain silently mixes regimes. A Sunday-overnight print and a Tuesday-open print are not comparable observations, and treating them as one series produces averages that describe nothing.
Values
Calendar
The US equities calendar — including half-days — is versioned data rather than logic buried in a function, and is queryable. Half-days and holidays are a recurring source of quiet bugs, so we treat the calendar as content that can be tested.
curl -s https://api.robinhoodrpc.io/v1/sessions/calendar \ -H "Authorization: Bearer $RHRPC_KEY" curl -s "https://api.robinhoodrpc.io/v1/sessions/at?t=2026-08-27T02:14:00Z" \ -H "Authorization: Bearer $RHRPC_KEY"Correctness
Never aggregate across a session boundary without flagging it. VWAP, OHLCV and returns computed across sessions mix regimes. Our candles carry crosses_session_boundary so you can exclude them with one parameter; every other OHLCV series on this chain does not.