How To avoid Evening Session Data?

[aston]

I need only regular session intraday and daily data and no evening session or other trading hours data. I am a new user and by default eSignal 7.4 downloads evening session data on everything.

What should I do to correct this?

Thanks
Aston

[ScottJ]

It sort of depends on what you're trading. If you're looking at futures, we have session ID's that distinguish day, evening and composite trading data. For ex:

ES U3 ( composite, all sessions )
ES U3=1 ( night session )
ES U3=2 ( day session )

If you're talking stocks, you can set-up a time-template for your interval charts to avoid pre and post market activity.

If that doesn't address your question, please elaborate a bit more.

Thanks.

[aston]

How To Avoid Evening Session Data

Hi Scott,

I would like to follow stocks plus futures as well as indices and options on them.

But I do not want any pre or post market data on stocks or evening session data on futures or anything else.

Just the regular day session data on all US stocks, Indices and futures.

Can you please suggest an easy way to set up this so that I don't have to do it every time I want to download intraday charts?

Also I would like to know if a daily chart include all sessions data or is there a way to seperate that too both for futures and stocks plus indices?

Thank You,
Aston

[JayF]

Aston,

For intraday charts, a Time Template is what would be needed to limit the hours to the regular trading hours (RTH). You can use the FAQ that Scott referenced to build your own, or you can use one of the pre-built Time Templates that come with eSignal. To add one of the pre-builts, right-click the Advanced Chart, select Time Templates, and then one of the pre-builts. I would suggest the Equity RTH - xx Coast (depending on your time zone) for stocks, and creating a specific Time Template for the RTH for each futures symbol you trade or watch.

For daily charts, stocks only include post-market trading if there is a "significant" price movement (pre-market is not included). For stocks, it is left to the exchange to determine whether certain trades are included in the daily summary data. We essentially take their official High, Low, Close, and apply it to our database if it is different then the data we already collected throughout the day. The Open value isn't included in the official summary, so to get the data for the Open, we just take the first trade of the RTH session. For futures daily charts, they are comprised of the official Open, High, Low, Close (Settlement) as sent by the exchange. We also provide session ID's on some symbols to help those looking for a particular session's data (see Scott's original post.)