Keep the clock in IST and the buckets consistent
The equity session runs 9:15 to 15:30. Everything you measure by time depends on getting that right.
Time-of-day analytics are among the most useful things a journal produces and the easiest to break. One timezone conversion and a year of buckets becomes nonsense.
The session, and what sits around it
Normal equity and equity derivatives trading runs from 9:15 to 15:30 IST, with a pre-open session before it and post-close activity depending on segment. A fill stamped 15:29:59 belongs to that session, and should never quietly become the next day because something stored UTC.
Pick bucket boundaries once and keep them for the whole year.
Buckets describe; they do not prescribe
Discovering that your afternoon trades lose money is a fact about your history. It is not an instruction to anybody, including yourself, and it certainly is not advice from software.
Tag anything that is not a normal session
Muhurat sessions, mock sessions, special windows. Untagged, they pollute every hourly average you compute. Also keep other venues in separate columns.
- Store and display everything in IST
- Keep the exchange date, not the server date
- Fix bucket boundaries once per year and document them
- Tag special and shortened sessions so they can be excluded
- Keep other venues and asset classes in separate columns
Key takeaways
- Store timestamps in IST, always.
- Fix bucket boundaries once and keep them stable.
- Tag special sessions so hourly averages stay clean.
Where these numbers come from
Not advice, not a call. NiyataBook is a personal trading journal, not a SEBI-registered investment adviser or research analyst. Everything above looks backwards at trades that already closed. What happened in a book does not promise what happens next, and F&O can take a year’s savings in a week.