Of course, it is the wedding feast they are going to: "Matthew 25 -and those who were ready went in with him to the wedding feast;"

The Bride was taken away with her bridesmaids, the 5 wise virgins, for those 7 days of intimate time with her groom. 

During the seven days of the wedding festivities, which were sometimes called "the seven days of the huppah," the bride remained hidden in the bridal chamber.17 At the conclusion of these seven days the groom would bring his bride out of the bridal chamber, now with her veil removed, so that all could see who his bride was.

Meanwhile the wedding party waited outside (there are many Jewish Wedding posts on this site so I will not elaborate on it specifically).  But it is the 5 wise virgins that are waiting outside the Chamber, those foolish ones who missed the midnight shout did not enter at that time.  The Bride is in the Chamber with the Groom where they remain for 7 days.

So indeed the Bride (Church) is not one of the 10 virgins (bridesmaids).

So we are ready, we better get our bridesmaids together and let them know to be ready too!

Does it make sense?
God Bless you all while we are eagerly waiting for Him.  Got Oil??