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What intraday bar close to use for ES ETH / RTH daily close?
not sure what you mean? In general all platforms show the ES from 6pm - to 5pm (of course also the 30min after the 15min break)
I use TradeNavigator, there I can choose the day-session chart as well
But there are also platforms like Ninja, there you can use i.e. the RTH chart to get the day-session or others like Sierra (it seems you use it) there you can see the entire session (globex) or you can set each time-period you want
on CET time, I looked at a daily EUREX chart to try to compare OPEN/CLOSE on the daily to synchronize with intraday.
I managed to find that the correct Open time is CET TES Block Trading at 01:15:00. This is Daily open.
However, I was not able to find the daily close at 22:00:00.
1) Question 1: what should be the intraday last time so intraday close = daily close, unless there is settlement issue that make it not correspond. In this case, should I use 22:00:00 as intraday close?
2) Is there anything as RTH AND ETH session as in US futures ? If yes, what are their respective time span?
yes, since a while the Eurex changed the open to 1:15 CET (winter-time) and 2:15 CET (summer-time) and the close is at 22:00 CET, they have changed it, to allow their most traded products (FDAX, FESX, FGBL and some more during the asian session) the "old" trading hours have been 8:00 to 22:00 CET.
The day-session (cash-session) for Eurex-futures is: 9:00 to 17:30 CET