Futures data for regular US stock trading hours

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tozwp
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Futures data for regular US stock trading hours

Postby tozwp » 20 May 2011

Probably a dumb question but I can't figure this one out. I'm trying to plot a 1 min ES chart for regular trading hours (8:30 - 3:00, Central time). When I open up a chart and change the settings to 'US Stocks (Regular Trading Hours)' and the Time Zone to 'Local', the chart starts at 9:30 missing the first hour of data. Changing to 'Exchange' for the Time Zone results in the same thing. What am I missing? I'm using IB as my data feed.

blocp
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Re: Futures data for regular US stock trading hours

Postby blocp » 20 May 2011

I think you want to use the CME Equity Index Futures (open outcry).

On the chart right click

Select format instrument, then at the top tabs select settings

once in settings go down to chart settings the sessions and find the above CME setting.

I hope this is right as I am new to MC.

tozwp
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Re: Futures data for regular US stock trading hours

Postby tozwp » 20 May 2011

Thanks, that did it. Would have thought using Local Time and US Equity hours would have done the same thing but apparently not.

blocp
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Re: Futures data for regular US stock trading hours

Postby blocp » 20 May 2011

I think the local time just alters your time scale at the bottom of the chart to suit your time zone, so as im in the UK my ES day session starts at 14:30 on my chart, I'm not familiar with US equities but you are looking at the ES and as you probably know it is traded on the CME so they seem to have set up the session times by exchange.
I struggled with this at first especially as im in the UK and new to futures trading on different time zones, but just had a play around with the session settings and am getting the hang of it now.


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