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ES Start / end time of ETH session daily bars are derived from?
Hello,
what session END / START times are used to plot DAILY ES charts? (eastern time please).
When I look at "official" charts from the CME site, I'm curious to know what session start/end they are based on to plot OHLC values of the daily charts.
Can you help answer these questions from other members on NexusFi?
another way is to use ninjatrader's "trading hours". look for "US Index Futures ETH". also the best way is to apply the exchange time. for cme it would be central time. don't use local time.
also as a reminder. when loading daily charts, nt7 would load a rth session, as nt8 will load an eth session.
Yes it does.
You asked "When I look at "official" charts from the CME site, I'm curious to know what session start/end they are based on to plot OHLC values of the daily charts."
The CME website says, and their charts show, and I quoted "CME Globex: Sunday - Friday 6:00 p.m. - 5:00 p.m. Eastern Time (ET)"
That means a "day session start/end" at "6pm Sunday and runs till 5pm Monday". It can't be any clearer.
If you actually wanted the RTH session times and not the official session start/end times the CME use, as you asked for, it is as Tr8er said, with the futures finishing at 4:15pm having a 15 minute 'run off' after the cash session 4pm close, before their 15 minute trading halt (look at the CME specifications).
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