Historical Index Data - Daily Bars

[CRCatNinja]

When accessing historical index data for daily charts and Backtesting strategies, is the open for daily bars = 09:30 and the close 16:00 for that date or…is it 18:00 (day prior) for the open and 16:00 for the close (that day)?

[NinjaTrader_Emily]

Hello CRCatNinja,

Thank you for your post.

When it comes to daily charts, the session time is determined by your data provider. There is a grid in our help guide that shows the data provider, including the second to last column on the right that shows Daily Bars Trading Hours:

https://ninjatrader.com/support/helpGuides/nt8/data_by_provider.htm

Based on that grid, you should be able to determine if your data feed provides data from the ETH (Extended Trading Hours) or RTH (Regular Trading Hours) template. If you would like to test different session templates and compare to daily charts, you could create a 1440-minute chart and freely change the Trading Hours in the data series to see the difference with each session. This works because there are 1440 minutes in a day, so each candle on the chart represents one day from the session template selected.

If you would like to dig deeper into each Trading Hours template to see sessions and when the EOD (End of Day) for each session is, you could go to Control Center > Tools > Trading Hours. For more information:

https://ninjatrader.com/support/helpGuides/nt8/using_the_trading_hours_window.htm

Please let us know if we may be of further assistance.