I try to record and replay the live data of Hang Seng Futures in NJ/Market Replay function.
Although I have no problem in recording/replaying the data in the morning session, it seems that NJ is unable to record the data in the afternoon session . (Note. Hong Kong Market opens 9.15am to 12.00 noon and 1:30 pm to 4:15pm).
The session template for HKFE in the session manager looks like this:
Start Day Start Time End Day End Time
Monday 9:15 Monday 12:00
Monday 13:30 Monday 16:15
Tuesday 9:15 Tuesday 12:00
Tuesday 13:30 Tuesday 16:15
Wednesday 9:15 Wednesday 12:00
Wednesday 13:30 Wednesday 16:15
Thursday 9:15 Thursday 12:00
Thursday 13:30 Thursday 16:15
Friday 9:15 Friday 12:00
Friday 13:30 Friday 16:15
Anyone who can help solve the problem?
How can I record both the morning and afternooon Session?
Thank you very much!
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