minute_to_session raises error if passed default_start date about exchange_calendars HOT 3 CLOSED

Hi @MBounouar, yes this change is intentional.

Here the minute is being passed as UTC midnight on the day of the calendar's first session, although the first minute covered by the calendar will be that session's first minute, (14:30 UTC). The exception's raised as the minute passed is earlier than the first minute covered by the calendar.

See the sessions and minutes tutorials for all things sessions and minutes in v4.

Cheers

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Hi @maread99

If it was intentional, I will close the issue.

Though, I still would have expected that direction="next" (which is the default) wouldn't be so unforgiving in this particular case, and kept the old behavior.

Cheers,

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Without being strict a user could, without realizing it, pass any minute before the calendar's first minute and wrongly, but reasonably, assume the calendar's first session is the corresponding session.

It makes no difference if the minute passed is 'just' before the first minute - without knowledge of the prior session's open/close it's not possible to know which session to assign a minute to (for example, for a 24h calendar the minute prior to the open should be assigned to the prior session).

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