Announcement

Collapse
No announcement yet.

Inconsistency with e-mini futures "auto" time defaults

Collapse
X
 
  • Filter
  • Time
  • Show
Clear All
new posts

  • Inconsistency with e-mini futures "auto" time defaults

    RyanS,

    For continuity and ease of followup, I've copied this query into its own thread:

    <<originally posted in SGX nikkei thread>>

    While we are on the subject of "auto" time defaults, can you look at the following relating to US based e-mini index futures.

    ES h6, NQ h6, MC h6, AB h6 all trade on globex.

    The exchange default times for the contracts are 15:30 to 15:15 (the following day). The pit trading times for their "big sister" contracts is 08:30 to 15:15.

    The "auto" time defaults for ES and NQ is 08:30-15:15. But for AB and MC the "auto" time default is 15:30-15:15.

    Why the difference? If the auto times have been fine tuned so that they mirror the pit trade then it should be 08:30-15:15 for AB and MC as well as for ES and NQ.

    If the auto times should be per exchange rules then 15:30-15:15 should apply to all four contracts.

    Can we please have auto times consistent across ES, NQ, AB and MC?

    Let me know if you need to see screen grabs illustrating this inconsistency.

  • #2
    This is probably related. There is a nagging problem that happens a few times a week.

    The hi-lo fields for "AB h6" and "MC h6" are often a day behind.

    You'll see in the following screengrab that the hi and lo for "AB h6" are for the prior period that ended at 15:15cst. Same thing with "MC H6" -the hi and lo refer to the prior trading period!

    Eventually the hi and lo are corrected (this morning it wasn't until well past 10am before that happened) but I think that is only following a call to tech support which results in the problem being given a "quick fix" rather that getting solved programmatically...
    Attached Files
    Last edited by Essan; 03-02-2006, 02:06 PM.

    Comment

    Working...
    X