Eurostoxx 50 Pivots not accurate

[trader99]

Hi,

I am having problems getting Ninja charts to display the pivots for the Eurostoxx 50 (FESX) contract accurately.

Does anyone know what time the 'offical' close' time is to base pivot calculations on? (Please provide this time for New York)

I have looked on the Eurex exchange website, but it does not have this information anywhere. This instrument trades until 4pm (US EST), but these values are nowhere near what the offical Gap is.

many thanks in advance

[NinjaTrader_Kyle]

Hello trader99,

Thank you for your post.

1.) Which data provider are you using with NinjaTrader?

2.) For these times, it would be best to contact your broker. This is information they should have.

[trader99]

Hi Kyle,

I use Zenfire,

cheers

[Harry]

FESX opens around 7:50 and closes 22:10. I have a datafeed from Interactive Brokers and usually the last ticks are around 22:07. Pivots are pretty accurate. In DailyBars mode Pivots are calculated from the daily data of your data supplier. Usually this would be correct. In CalcFromIntradayData mode the indicator relies on intraday data.

You can calculate Pivots for the ETH session (as above) or the cash session (3:00 AM - 11:30 AM Eastern Time). Which one do you prefer?

Hi,

I am having problems getting Ninja charts to display the pivots for the Eurostoxx 50 (FESX) contract accurately.

Does anyone know what time the 'offical' close' time is to base pivot calculations on? (Please provide this time for New York)

I have looked on the Eurex exchange website, but it does not have this information anywhere. This instrument trades until 4pm (US EST), but these values are nowhere near what the offical Gap is.

many thanks in advance