@EU# , @EC# session settings

Would anyone like to share the session settings they use on CME's Euro FX contract.

I'm not entirely convinced my settings are right:

"use symbol dictionary session" gives very weird candles with 20 min past the hour closes on a 60min chart.

"Use exchange and ECN's sessions": is this the right one?

I'm currently using 24/7 session settings just to make sure all data is included.

For powerlanguage calculations (e.g. highest highs) I assume any periods with no data are not included in their calculations (e.g. Saturday if using my 24/7 settings)?

Thanks!

Would anyone like to share the session settings they use on CME's Euro FX contract.

I'm not entirely convinced my settings are right:

"use symbol dictionary session" gives very weird candles with 20 min past the hour closes on a 60min chart.

"Use exchange and ECN's sessions": is this the right one?

I'm currently using 24/7 session settings just to make sure all data is included.

For powerlanguage calculations (e.g. highest highs) I assume any periods with no data are not included in their calculations (e.g. Saturday if using my 24/7 settings)?

Thanks!

Who is your data provider?

Check CME's page

http://www.cmegroup.com/trading/fx/g10/ ... tions.html

Create your own session templates so you can get the data you want for the period you want.

I use both TS and IQFeed.

Taking IQFeed for example:

If you put the default session (ie close at 1600 open at 1700) then everything looks okay.

However, if you put in 24/7 settings you will see that going far back in history (2001+) , that this default session misses out some data that seems to arise between 1600 and 1700 on some days.

In fact, looking through the TS data now I can see that sometimes the data starts earlier on the Sunday when in 24/7 session mode vs. the standard Eurex session seetings.

In fact, looking through the TS data now I can see that sometimes the data starts earlier on the Sunday when in 24/7 session mode vs. the standard Eurex session seetings.

24/7 says that you only look at sessions beginning and ending at midnight. It will not show you a correct 24h intraday session, for example, euro futures open at 1700 and close at 1600 next day.

Sorry, I was being lazy and should've elaborated on my "24/7" setting.

When I said 24/7 I've actually created a custom session template that takes the CME FX futures session (ie starting Sunday at 1700 to Monday at 1600 and so on) and changed it to Sunday 1700 to Monday 1659 and so on up to Sunday at 1659.

Doing this shows that there are the odd data points that fall outside of the normal trading hours (particularly looking at TS @ec contract). I have no idea why this is.

Anyway, I've decided to stick to the standard CME gobex FX settings.