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Can someone help me to figure out the exact trading hours for the overnight and regular session of the RUSSELL. It's not clear or even mentionned on their site or i am blind.
In the lower left corner of the product details page they write the TF trades from 8:00PM Est to the next day 6:00PM or from 20:00 to 18:00 except Sunday, it start at 18:00. There is a pre-opening period that starts at 19:30 (7:30PM) no such period on Sunday.
The daily settlement is computed at 16:14-16:15 Est or 4:14-4:15PM
How should i set my chart to represent the overnight session ?
19:30 to 09:30 or 20:00 to 09:30
And regular session ?
09:30 to 16:15
Is that correct ?
Can you help answer these questions from other members on NexusFi?
Using NinjaTrader 7, I keep my TF (Russell 2000 e-mini) chart set to 24/7.
The trading activity seems to start around 2am CST. & moves rather slowly until around 7am CST
(3am - 8am New York time)
Regular market hours appear to be 8:30 - 3:15 CST (9:30 - 4:15 New York time).
Trading pretty much comes to a dead halt at 3:15 CST.
If it helps...
After all, it's what you learn AFTER you know it all, that counts!
Ja it's strange, like @TheWizard said, I have based the RTH time to the activity looking at volume and cos the others index futures start at the same time.
TF trades at ICE/Nybot from 8:00 PM to 6:00 PM EST. So you basically have three subsessions for the day:
Night session : 8:00 PM to 9:30 AM EST (early start of Sunday night session at 6:00 PM)
Regular session : 9:30 AM to 4:15 PM EST.
After-session: 4:15 PM EST to 6:00 PM EST.
I use the session template attached.
Further I take the settlement data from daily data (Kinetick-EOD), which I call on intraday charts.
Is the after-session: 4:15 PM EST to 6:00 PM EST reflected on the daily bars or is it discarded ? At what time does the last price print on a daily bar? 4:15PM or 6:00PM ?
If it is 4:15PM then i suppose the after session is completly obliterated ?
The daily bar as per exchange or Kinetick (EOD) is built from
open : session open at 8:00 PM prior day
high : high of the entire session from 8:00 PM to 6:00 PM (Monday session 2 hours longer)
low : low of the entire session from 8:00 PM to 6:00 PM (Monday session 2 hours longer)
settlement: VWAP from 4:14 PM - 4:15 PM
So the after-session matters, as a new high or low can be established.
