Es #f

[ketayun]

I am trying to get a bar on ES#F (or ES M4) that opens at Globex opening and closes at Globex evening....so candle for 16th April would show open on 15th April at 17:00 and close on 16th April at 16:30 (EST)

What is the best way of doing this? Otherwise the info is very misleading.

Also I noticed that if one points the cursor to a future time one has week-ends included in the trading day. Is there someway around this?

Thanks for any help,

Kate

[michaelm]

set up a custom time template with your parameters (times) included (e.g., 6:30 - 13:15 for PST), where you may then use ES M4 or ES #F.

[ketayun]

Hi Michael,

Thanks for your reply. I have not been able to make the time template correctly.

As per your instructions(I think) I put in start time 17:00 and end time 16:30
interval 1440. .. Tried this on ES m4=2 ,
ES M4 and ES #F . None of them seem to give a chart showing a single session showing Globex timings.

If possible please could you post the exact parameters?

Thanks a lot,

Kate

[ACM]

Kate
FWIW the Daily bar for ES M4 (or ES #F for the continuous) includes all sessions. ES M4=2 (or ES #F=2) instead is RTH only
Alex

[ketayun]

Alex.

Thanks for your reply. I realise that ES M4
would include all sessions but the bar opens at midnight while globex starts at 17:00. This tends to throw confusion into charting when barcounts/time/price is involved.

Still looking,

Kate

[ACM]

Kate
The Open in the Daily bar is not that of midnight but the one for the Globex session that begins at 15:30 CST.
Alex

[ketayun]

Alex,

The bar that is showing 4/16/2004 was created as of 00:01 and not as of 4/15/2004 16:30. The price similarity may be a coincidence.

When I looked at the daily chart last night the last bar was that of 4/15.

If there is something I have overlooked please advise.

Thanks,

Kate

[ACM]

Kate
In eSignal the new daily bar is formed at midnight (its OHLC values at that point are those of the session that began at 15:30 CST) and up until then the new session is included in the current daily bar.
To answer your original question I don't believe that you can simulate a daily bar using 1440 minutes when the Start and End times in the Time Template span across 00:00.
Alex

[ketayun]

Alex,

Thanks for your help anyway. I checked on the intraday (till midnight) and daily bar same symbol ES # F and the closing of the daily candle 15th is 1 point away from the opening price of the 16th. We are referring to close as of 23:59 and open as of 16th 00:00.

If there is anyway to work around it would be geatly appreciated.

Good Trading,

Kate

[vikana]

Originally posted by Alexis C. Montenegro
Sorry, I'm a bit dense today. I'm still not sure I have figured this out. Here is what I understand:

Let's say it Tuesday: Tuesdays daily OHLC bar forms at 00:00 tuesday morning. It starts with an open value from 16:30 on Monday afternoon, and H and L as monday afternoon/night develops.

Between 16:30 monday and midnight the daily bar for monday includes all trades, but those trades are retroactively REMOVED from Mondays daily bar when Tuesday forms at midnight.

Is that the right explanation?



In eSignal the new daily bar is formed at midnight (its OHLC values at that point are those of the session that began at 15:30 CST) and up until then the new session is included in the current daily bar.
Alex

[ACM]

vikana
For a better explanation you may want to read this post by JayF on the subject
Alex

[ketayun]

Hi Alex and Jay,

Thanks for your replies. I am currently on a 30 day trial with E-signal and wonder when this bug might be fixed, so can re-subscribe?

Thanks,

Kate

[DuaneG]

Hi Ketayun,

To the best of my knowledge, the fix for this issue is still a ways off. I'm checking in with the Product Development team for an update regarding this. As soon as I have some additional info, I'll pass it along. Thanks.

[ketayun]

Hi Duane,

Thanks very much for your honest reply.

All the best,

Kate