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Charting SP and ES data with Tradestation
Started:April 8th, 2011 (12:40 PM) by Mondrakete Views / Replies:1,572 / 1
Last Reply:April 8th, 2011 (12:40 PM) Attachments:0

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Charting SP and ES data with Tradestation

Old April 8th, 2011, 12:40 PM   #1 (permalink)
Trading Apprentice
Futures Experience: Beginner
Platform: Ninja Trader
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Charting SP and ES data with Tradestation


I just got Tradestation running and I have compared SP, SP.P, ES und ES.D

SP.P seems to be during daytime, SP during nighttime.
ES.D seems to be during daytime, ES during day and night.

Why does ES show day and night data and SP only nighttime data?

I compared daily volumes.
Daily volume and open interest is the same for SP.P and SP, and ES.D and ES respectively.
Hiw can that be if trading times are not the same?

5 minute volume is during daytime the same for ES.D and ES, which makes sence if ES.D is ES during daytime.

How is that to be explained?

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Old April 8th, 2011, 12:40 PM   #2 (permalink)
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