Does @ES daily chart include also overnight data?

NexusFi · 2019-05-25T09:53:57-04:00

This question might probably sound weird to veterans here, but coming from the pure "stocks" trading to 24/hours futures I'm a bit confused by the daily #ES chart. Maybe my case is vendor related (Ninja/Kinetick data), but when I plot a daily streaming chart of #ES, it seems to include 24hours data for the current day.... not sure about previous days. So at 9:30 EST when the stocks market opens the daily #ES candle of the current day is already showing full body and wicks I guess from overnight …

Discussion in Emini and Emicro Index

Updated May 25, 2019

Does @ES daily chart include also overnight data?

May 25th, 2019, 09:53 AM

#11 (permalink)

brakkar

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SMCJB

I know this is NT focused but for reference Tradestation has two symbols. @ES includes the overnight session and @ES.D is just RTH. Unfortuntely the .D suffix only works for equity index futures, so there is no @CL.d for example.

It's not NT focused.... I'm also using investor/RT which make it easy to switch between ETH/RTH.
My question was more in relation with establishing the trading grid for the day with traditional values: daily OHLC of previous days and if we should use RTH or RTH for it to make the most sense in trading the day.