Is there a study that draws a rectangle around each of the market sessions? For instance, a rectangle would be drawn from the beginning of New York open to New York close and the rectangle's height would be *that* sessions highest-high to it's lowest-low. The same would hold true for London, Sydney, Asia. If there isn't one that exists, is there some code that can point me in the right direction?

funk101 

Is there a study that draws a rectangle around each of the market sessions? For instance, a rectangle would be drawn from the beginning of New York open to New York close and the rectangle's height would be *that* sessions highest-high to it's lowest-low. The same would hold true for London, Sydney, Asia. If there isn't one that exists, is there some code that can point me in the right direction?

You can do something similar with a combination of the High/Low for Time Period study, and the Spreadsheet Study study.

Here are two links that explain some of the details:
[Reviewed] ACD A levels & Opening Ranges - Sierra Chart
[Reviewed] Session OHLC study instead of Daily OHLC? - Sierra Chart

Use the Fill Top and Fill Bottom Draw Styles between the Subgraph pairs. It doesn't draw a rectangle, but it shades the background between the lines and within the times. Be sure to check Draw Study Underneath Main Price Graph.

If you need more help, post here again.

I'm trying to draw a rectangle at market session times, I'm hung up on getting a bar index at a specific date. Actually what I really want to do is define the different market start and end times, ny, london, etc. and grab the highest high to lowest low of each of those sessions, and draw a rectangle around that data. My code below is a feeble attempt at getting there, maybe someone can shed some light:

SCDateTime nyOpen, nyClose;

nyOpen.SetDateTimeYMDHMS(2012, 6, 20, 9, 00, 00);
nyClose.SetDateTimeYMDHMS(2012, 6, 20, 16, 00, 00);

---

Tool.ChartNumber = sc.ChartNumber;
Tool.DrawingType = DRAWING_RECTANGLEHIGHLIGHT;
Tool.Region = 0;
Tool.LineNumber = uniqueLineNumber;
Tool.BeginDateTime = nyOpen;
Tool.EndDateTime = nyClose;

Tool.BeginValue = sc.High[sc.BaseDateTimeIn[nyOpen]]; <-- possible??
Tool.EndValue = sc.Low[sc.BaseDateTimeIn[nyClose]]; <-- possible??

Tool.Color = COLOR_LIGHTBLUE;
Tool.SecondaryColor = COLOR_LIGHTBLUE;
Tool.AddMethod = UTAM_ADD_OR_ADJUST;
Tool.LineWidth = 2;

sc.UseTool(Tool);