A trading session is a period of time that matches the primary daytime trading hours for a given asset. In addition to regular trading hours, some markets may have pre-market or after-hours trading sessions. Futures markets, meanwhile, have different trading hours, depending upon the exchange and the type of commodity being traded.
In many cases Session is equal to Day anchored period, but for Futures a trading session may extend to next day, so this update is introduced to cover such cases. Auto option will assumes Session as default and users shall explicitly define Day anchored period per their needs.