public class Indicator : IBar2DoubleHandler {
    public IList<double> Execute(ISecurity source) {
      var now = DateTime.Now;  // Локальное время
      var time = now.TimeOfDay;
      var dayOfWeek = now.DayOfWeek;
      var month = now.Month;
      ...
    }
  }

// Другой пример
  public class Indicator : IBar2DoubleHandler {
    public IList<double> Execute(ISecurity source) {
      var bars = source.Bars;
      int count = bars.Count;
      var list = new double[count];
      for (int i = 0; i < count; i++) {
        var now = bars[i].Date; // Дата и время текущей свечи
        var time = now.TimeOfDay;
        var dayOfWeek = now.DayOfWeek;
        var month = now.Month;
        ...
      }
      return list;
    }
  }