For example, 24/4/2014 4:30 pm and the same time for the few prior days.
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Missing 15 minute bars
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Missing 15 minute bars
I notice a lot of 15 minutes bar in ES-06-14 which is quite strange:
For example, 24/4/2014 4:30 pm and the same time for the few prior days.Tags: None
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Am I correct your PC clock is set to US Central time zone? Please note that no 15 minute bar exists that would be timestamped at 4:30 PM US Central time. The ES is not trading during this period.
Please note that NinjaTrader timestamps its price bars using the closing time. So the 4:30 PM - 15 minute bar starts at 4:15:00 PM till 4:29:59 PM.
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The time stamps are EST. SO for example 4:45 exists. I checked both on the graph and by writing a simple Ninjascript.
In other words the GLOBEX session is: 6:00:00 AM to 5:15:00 AM next dayLast edited by newworldguy; 05-13-2014, 08:05 AM.
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