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Ok I'm not sure I have the right session template for the TF. It's telling me, that the right one is "IPE Europe Futures"??? Is that right? I dont think so?
Can you help answer these questions from other members on NexusFi?
what is the correct session template for TF in NT while wanting ETH? i currently have mine set to 'CME us index futures ETH' but that cant be right. i also dont see ICE in the list tho.. session templates are one of my weaknesses in NT, never …
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The session of TF starts at 8:00 PM EST (6:00 PM on Sundays) and ends at 6:00 PM EST. The settlement price is determined as the VWAP of all trades executed between 4:14 PM and 4:15 PM EST.
Details can be found in the contract specifications for the instrument.
The session template IPE Europe was originally set for Brent Crude and gasoil futures as traded at the International Petroleum Exchange in London. TF has the same session times. You can either use the Session Template IPE Europe, or you may use a segmented session template, which sub-divides the day into the night session, the regular session and the after-session.
As TF is not a floor-traded instrument, there is no regular session. The regular session is just the session used for all other index futures. For more details you can also have a look here:
TF is very similar to the other index futures. Settlement is at the same time. Just the night session starts a bit later and the current session only will end at 6:00 PM EST. This means that TF has an after-session. If you use ETH pivots the earnings …
