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TF Data Series


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TF Data Series

  #1 (permalink)
 
tderrick's Avatar
 tderrick 
Nashville, Tennessee
 
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What is the proper setting under Session Template for the TF.

It is traded on NYBOT/ICE but I don't have the preset for that.

I have been using CME US Index Futures ETH, but I'm wondering if I'm running into problems
with the hour offset from the NYBOT exchange.


TIA


AJ
Nashville, Tennessee


"Life On The Edge of SR"
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  #3 (permalink)
 
Fat Tails's Avatar
 Fat Tails 
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tderrick View Post
What is the proper setting under Session Template for the TF.

It is traded on NYBOT/ICE but I don't have the preset for that.

I have been using CME US Index Futures ETH, but I'm wondering if I'm running into problems
with the hour offset from the NYBOT exchange.


TIA

For TF you would have to create the appropriate template. The trading hours can be found here:

https://www.ice.com/productguide/ProductDetails.shtml?specId=86

The electronic trading hours for TF are from 8:00 PM Est to 6:00 PM Est. The Sunday evening session starts two hours earlier. There is no pit trading. The daily settlement is the weighted average price of all transactions taking place between 4:14: PM and 4:15 PM. You have therefore several options to create a template:

(a) you can create the ETH template reflecting those trading times or
(b) if you want to use session indicators that use the RTH trading times use a segmented session template

Have attached both templates below. Again, note the early start on Sunday evening.

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  #4 (permalink)
 
tderrick's Avatar
 tderrick 
Nashville, Tennessee
 
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Fat Tails View Post
For TF you would have to create the appropriate template. The trading hours can be found here:

https://www.ice.com/productguide/ProductDetails.shtml?specId=86

The electronic trading hours for TF are from 8:00 PM Est to 6:00 PM Est. The Sunday evening session starts two hours earlier. There is no pit trading. The daily settlement is the weighted average price of all transactions taking place between 4:14: PM and 4:15 PM. You have therefore several options to create a template:

(a) you can create the ETH template reflecting those trading times or
(b) if you want to use session indicators that use the RTH trading times use a segmented session template

Have attached both templates below. Again, note the early start on Sunday evening.


Thanks for your time, my friend

You have always been a great help to my development....


AJ
Nashville, Tennessee


"Life On The Edge of SR"
Follow me on Twitter Visit my NexusFi Trade Journal Started this thread Reply With Quote
  #5 (permalink)
 
tderrick's Avatar
 tderrick 
Nashville, Tennessee
 
Experience: Intermediate
Platform: Ninja / Jigsaw / 9G
Broker: AMP / CQG
Trading: NQ, YM and ES
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One more question.

I would adjust those times to my zone of cdt, correct?

...or do I set up the Template as edt and let Ninja take care of the conversion to my home time (CDT)


I've never been quite square on the trading time element to this game...


tia


AJ
Nashville, Tennessee


"Life On The Edge of SR"
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  #6 (permalink)
 
tderrick's Avatar
 tderrick 
Nashville, Tennessee
 
Experience: Intermediate
Platform: Ninja / Jigsaw / 9G
Broker: AMP / CQG
Trading: NQ, YM and ES
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oh! btw, Fat Tails...

Looking forward to your Webinar today!!


AJ
Nashville, Tennessee


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  #7 (permalink)
 
tderrick's Avatar
 tderrick 
Nashville, Tennessee
 
Experience: Intermediate
Platform: Ninja / Jigsaw / 9G
Broker: AMP / CQG
Trading: NQ, YM and ES
Posts: 1,588 since Sep 2010
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I put the times in as EDT and it seems as if NT is converting it to my CDT...

I should be good to go...


AJ
Nashville, Tennessee


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  #8 (permalink)
 
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 Fat Tails 
Berlin, Europe
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tderrick View Post
One more question.

I would adjust those times to my zone of cdt, correct?

...or do I set up the Template as edt and let Ninja take care of the conversion to my home time (CDT)


I've never been quite square on the trading time element to this game...


tia

Do not adjust the times. Ninjatrader needs them as they are. .NET 3.5. does automatic conversion between timezones, and it does know all the different dates for the different daylight savings schedules.

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Last Updated on July 31, 2011


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