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I always thought Monday ETH trading session starts on Sunday 18:00 ET and it goes till Monday 17:00 ET CME website calls the above session as Sunday trade date. What is our community definition of trade date for sunday 6PM ET till Monday 5PM ET session?
I am trying to write some analytical scripts one of the first thing that needs to be done is
1) Define trade date
2) What composes the trade date i.e. start and end time.
Trading: Primarily Energy but also a little Equities, Fixed Income, Metals and Crypto.
Frequency: Many times daily
Duration: Never
Posts: 5,049 since Dec 2013
Thanks Given: 4,386
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You are correct. Monday trade date is 6pm EPT Sunday until 5pm EPT Monday.
The reason the CME website lists sunday seperately is because the pre-open starts at 5pm EPT Sunday versus 5:45pm Monday-Thursday.
