russel 2000 trading hours

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arnie
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russel 2000 trading hours

Postby arnie » 27 Mar 2010

Is it me or the trading hours for the Russell 2000 mini futures specified in their home page is everything but understandable?

https://www.theice.com/productguide/Pro ... ?specId=86

I'm adding it to QM and I need to know the trading hours.
Based on the web site information, I'm getting no where :?

Regards,
Fernando

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Bruce DeVault
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Postby Bruce DeVault » 27 Mar 2010

EST including RTH + extended: 6pm Sun to 6pm Mon, 8pm Mon to 6pm Tues, 8pm Wed to 6pm Thurs, 8pm Thurs to 6pm Fri?

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Postby arnie » 27 Mar 2010

Thank you Bruce.

After creating the sessions in QM I opened a chart and something was clearly not right.

Overnight bars were in the middle of the trading day, accordingly with the session breaks on the chart.

Started to change the hours to see the chart reaction, but the problem continued.
I use IQFeed as data provider.

Then I went to search the Russell using IB and I found that IB has Russell listed in NYBOT exchange.

That's why I was having problems with the trading hours you gave. I created the symbol in QM using the ICE exchange, but using NYBOT trading hours. Confused? Me too :?

IQFeed also maintain NYBOT exchange in their lists. It's quite confusing for a person to track a symbol when looking for the exchange which trade that symbol so he can subscribe it.
Why data providers don't update their exchange lists?



Regards,
Fernando

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Bruce DeVault
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Postby Bruce DeVault » 28 Mar 2010

I understand it's a confusing issue. Above, I was responding to how to interpret the information on the ICE website link you posted... if by "overnight" you mean outside of US regular trading hours and you don't want to see that, you should set your times to 9:30am to 4:00pm or 9:30am to 4:15pm EST.

Technically, TF is a NYBOT product that trades on ICE, so that's why it's in a bit of a grey area(http://files.shareholder.com/downloads/ ... leases.pdf).


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