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When are the start and end time of a daily bar

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  • When are the start and end time of a daily bar

    For those futures like YM, ES, AB etc., when are the start and end times of a daily bar? Do the OHLC prices depend on the time template I use? On my chart, the yesterday's close price of ES Z5 is 1209.75, however it seems the last time that price was reached was 15:58EST yesterday.

  • #2
    clearpicks
    The start/end times of the daily bars correspond to the sessions of the instrument. In the case of ES or AB that is 16:30-16:15. The price of 1209.75 includes the settlement which in this case was an end of month settlement.
    Alex

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