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CME changes end time

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Market Wizard
Berlin, Europe
 
Trading Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
 
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Posts: 9,794 since Mar 2010
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srgtroy View Post
ARGH!!!

@Fat Tails, does this mess up all your current session indicators?

It is my understanding that index futures and NYMEX traded instruments will now close 15 min early at 4:00 PM Central. This should not cause any problem.

I even recommend NOT to change any session template. If you do not change the templates

-> all session indicators should work with past data (which is important for backtesting)
-> all session indicators should also work with future data (even if the last 15 minutes of the chart are not populated)

If you adjust the session templates to reflect the new closing time, then you will get truncated charts for all trading days prior to September 20, 2015.

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