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How does one identify which Sundays that will be open for trading?
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How does one identify which Sundays that will be open for trading?

  #1 (permalink)
Trading Apprentice
Copenhagen / Denmark
 
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How does one identify which Sundays that will be open for trading?

CL trading on sundays. According to the contract specs:

http://www.cmegroup.com/trading/energy/crude-oil/light-sweet-crude_contractSpecs_options.html?optionProductId=190#optionProductId=190

These are the trading hours:

Sunday - Friday 6:00 p.m. - 5:00 p.m. (5:00 p.m. - 4:00 p.m. Chicago Time/CT) with a 60-minute break each day beginning at 5:00 p.m. (4:00 p.m. CT)

However, looking at Market Replay data it seems that marekt wasn't open on every Sunday. Take for example the last week. There was not trading between Friday (June 2'nd) and Monday (June 5'th).

Why was there no trading during Sunday on the fourth? Looking at older dates there are sundays where there is trading. How does one identify which Sundays that will be open for trading?

thanks.

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  #2 (permalink)
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  #3 (permalink)
Market Wizard
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Sunday, June 4, had a normal trading start at 5 p.m.

The official CME holiday calendar is here:
CME Group Holiday Calendar

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  #4 (permalink)
Market Wizard
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zag2107 View Post
CL trading on sundays. According to the contract specs:

Crude Oil Options Contract Specs - CME Group

These are the trading hours:

Sunday - Friday 6:00 p.m. - 5:00 p.m. (5:00 p.m. - 4:00 p.m. Chicago Time/CT) with a 60-minute break each day beginning at 5:00 p.m. (4:00 p.m. CT)

However, looking at Market Replay data it seems that marekt wasn't open on every Sunday. Take for example the last week. There was not trading between Friday (June 2'nd) and Monday (June 5'th).

Why was there no trading during Sunday on the fourth? Looking at older dates there are sundays where there is trading. How does one identify which Sundays that will be open for trading?

thanks.

Hi Zag

Here's OHLC data for Sunday the 4th June 2017 (the times are UK times for my data)

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).



What led you to believe there was no trading that day?


EDIT: Just saw @choke35 already replied.

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  #5 (permalink)
Trading Apprentice
Copenhagen / Denmark
 
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Thanks for your replies.

Reason I was doubting was because when I looked into my charts it seemed as if it randomly didn't show several of different sundays where june the fourth was one of the examples. I'm using NT and after rebooting I see June fourth. I changed my time settings earlier without rebooting perhaps the timestamps got messed up.

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  #6 (permalink)
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zag2107 View Post
Thanks for your replies.

Reason I was doubting was because when I looked into my charts it seemed as if it randomly didn't show several of different sundays where june the fourth was one of the examples. I'm using NT and after rebooting I see June fourth. I changed my time settings earlier without rebooting perhaps the timestamps got messed up.


When you change the time settings of your PC or the time settings of NInjaTrader (only possible with NT8 under Tools -> Options -> General -> Preferences -> Time Zone) all your trade data becomes obsolete.

Trade data is timestamped in the selected time zone and cannot be used anymore when you change the time zone.


Make your decision now and never change it afterwards

Best decide now which time zone you wish to use to display your charts. And then stick to that decision unless you are looking for trouble!

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  #7 (permalink)
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Fat Tails View Post
When you change the time settings of your PC or the time settings of NInjaTrader (only possible with NT8 under Tools -> Options -> General -> Preferences -> Time Zone) all your trade data becomes obsolete.

Trade data is timestamped in the selected time zone and cannot be used anymore when you change the time zone.


Make your decision now and never change it afterwards

Best decide now which time zone you wish to use to display your charts. And then stick to that decision unless you are looking for trouble!

Does this apply to historical data that I downloaded from IQFeed while my computer was set to a different time zone?

Example: I downloaded historical data for the 07-15 CL contract tick data while set to East timezone. Two years later, my computer is now set to Central time. I can't redownload the 07-15 CL tick data because it's older than six months. Will my tick charts be wrong? Does deleting the cache fix this or no?

To be honest, I don't think I am affected by this since my main computer has always been in Central timezone but I'll have to check now.

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  #8 (permalink)
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ShatteredX View Post
Does this apply to historical data that I downloaded from IQFeed while my computer was set to a different time zone?

Example: I downloaded historical data for the 07-15 CL contract tick data while set to East timezone. Two years later, my computer is now set to Central time. I can't redownload the 07-15 CL tick data because it's older than six months. Will my tick charts be wrong? Does deleting the cache fix this or no?

To be honest, I don't think I am affected by this since my main computer has always been in Central timezone but I'll have to check now.


When your PC is set to ET when you download historical data, all timestamps of historical data are in ET.

When you change the timezone of your PC to CT, all time stamps of historical data are in CT.

When you try to display historical data

- that you downloaded while your PC was set to ET
- with the PC now set to CT

all this data will be one hour off.

This is because your data was timestamped ET, but those timestamps are now interpreted as CT.


In short, when you change the timezone of your PC, all your historical data becomes useless and you need to download it again.

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