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What time is the open & close on ES mini candle


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What time is the open & close on ES mini candle

  #1 (permalink)
Burtoninlondon
London, UK
 
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Hi, this might be a silly question but if the ES mini trades 24 hours a day at what time in the day is the open & close on a daily candle?

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  #2 (permalink)
 COoneguy 
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see this link. Not actually traded 24 hours.

https://www.cmegroup.com/markets/equities/sp/e-mini-sandp500.contractSpecs.html

(EDIT) And should have added...settlement is at 3:00 Chicago time

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 josh 
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Burtoninlondon View Post
Hi, this might be a silly question but if the ES mini trades 24 hours a day at what time in the day is the open & close on a daily candle?

A daily bar will always open at 18:00 Eastern. While trading ends at 17:00 Eastern the following day, some data vendors will set the closing price of the bar as the settlement price which is the VWAP of the last 30 seconds of cash trade (15:59:30 inclusive to 16:00 exclusive). Some data vendors, however, may actually use the last trade at 17:00. It just depends on your data vendor.

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Last Updated on September 21, 2021


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