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Futures traded on Globex, A/C/E etc

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  • Futures traded on Globex, A/C/E etc

    This issue concerns the display of daily charts for any contract that trades for virtually 24hours. To highlight this issue I will use the Euro currency futures contract.

    This contract starts trading at 16:30cst (on Sunday night the start time is 17:30) and trades for 23.5hrs until 16:00 the following day. Therefore the "daily" bars should be comprised of data for this period.

    Most of the time the esignal application charts these contracts correctly. However, for the period from the beginning of the new "day" (16:30 in the case) to midnight, esignal DOES NOT create a new bar, but instead continues with the existing bar (which by this time should be treated as "yesterday"). It is only when the new calender day begins that the daily chart is displayed correctly.

    At 21:10 CST the daily chart (see attached) is showing a current bar data OHLC as O:1.1138/H:1.1260/L:1.1109/C:1.1122. This is wrong!! It should be comprised of 2 bars. The first (trade date 18th) should be: O:1.1257/H:1.1260/L:1.1116/C:1.1142. The second bar (for the current day which began at 16:30cst) should be : O:1.1138/ H:1.1142/ L:1.1109.

    As a result the currently displayed bar gives a false signal until it is self-corrected at midnight.

    Is there something I am doing wrong locally with my setup/templates etc? Or is this something that needs to be fixed by esignal?

    Please advise.

    Thanks again.
    Attached Files

  • #2
    Essan,

    This is an issue we are aware of, and are investigating the possible solutions. Thank you for bringing this to our attention.
    Regards,
    Jay F.
    Product Manager
    _____________________________________
    Have a suggestion to improve our products?
    Click Support --> Request a Feature in eSignal 11

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    • #3
      I found a solution to this almost by mistake when I realized that some of the nonstandard timeframes I watch were not being calculated with new bars when golbex opens at 4:45 eastern.

      I created a new time setting for the 24 hour period which begins at 4:45 pm and ends at 4:15 pm which also works on the daily and shows the new daily bar charting beginning at 4:45 eastern

      christine

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