#f in futures symbols

scottschmidt

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Join Date: Feb 2003

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#1

#f in futures symbols

08-08-2003, 07:08 AM

What is the difference in the notation of "es #f" and "es #f=2"?

tia

scott
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ACM

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Join Date: Oct 2002

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#2

08-08-2003, 07:11 AM

Scott
The =2 extension (only available on some futures) plots the RTH session only.
So ES #F is all sessions and ES #F=2 is only from 8:30-15:15 CST
With some futures there is also an =1 extension which plots the ETH session only.
Alex
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