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How to get regular session for ES
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How to get regular session for ES
How do you get the ES regular session so that you can see where the gaps occur, etc. I use the overnight session for the most part, but I need the regular ES. Surely this can be done, though I've tried it several ways and still can't get it to work out. Every chart package offers a regular and overnight session for the emini's. Doesn't Ninja?? Thanks.Tags: None
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Originally posted by evensteven View PostHow do you get the ES regular session so that you can see where the gaps occur, etc. I use the overnight session for the most part, but I need the regular ES. Surely this can be done, though I've tried it several ways and still can't get it to work out. Every chart package offers a regular and overnight session for the emini's. Doesn't Ninja?? Thanks.
Of course these are Eastern time should you be in another time zone just make sure you adjust your time accordingly to that. This way you will have what we call a day session chart
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It is correct that the ES E-Mini trading ends at 3:15 p.m. CT. The CME exchange sends the ES E-Mini contract's settlement price for the session about 5 minutes after trading ends. The volume sent with the settlement price is zero. For example, on 12/22/2009 on a 1 minute chart you can see that the settlement price, 1113.50, shows on the 3:22 p.m. bar. On 12/23/2009 they sent the settlement price twice, at 3:16 p.m. and again at 3:22 p.m. I use an ES E-Mini session ends time of 3:30 p.m. to allow for processing delays at the exchange.
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Originally posted by NinjaTrader_Ben View PostHello,
If you want session times to work on your charts just double click the chart and change your session begins and ends times:
Although I have never tried, I do not think what you are trying to map will work.
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Hello net4walk,
Thank you for your reply.
If eSignal provides such a symbol you can access it in NinjaTrader. The first step would be to determine which symbol eSignal is using.
As a work-around, you might consider creating a 1440 minute chart. (1440 minutes = 24 hours) In the 1440 minute chart, the begins and ends properties would be available.KyleNinjaTrader Customer Service
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Originally posted by NinjaTrader_Kyle View PostHello net4walk,
Thank you for your reply.
If eSignal provides such a symbol you can access it in NinjaTrader. The first step would be to determine which symbol eSignal is using.
As a work-around, you might consider creating a 1440 minute chart. (1440 minutes = 24 hours) In the 1440 minute chart, the begins and ends properties would be available.
I use symbol "ES H0=2" in esignal to access March 2010 contract day session only daily bar, and "ES #F=2" to access most liquid continuous contract day session only. Please let me know how to access them in NT, I tried it and didn't get how to do it....
using 1440 min chart is not good enough for that 1. it's not accurate enough, especially for short trading day like last thursday; 2. esignal only provide about half year of minute data, so it's not long enough back for daily bar either.
Thank...
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Originally posted by NinjaTrader_Kyle View PostHello net4walk,
Thank you for your reply and the clarification.
I had thought these were separate instruments, not just an addition to the expiry. (For example, ES2 H0 instead of ES H0=2)
Unfortunately, this is not supported.
Will this be supported in the future? All the data providers I used before have different symbols for regular session and 24 hr session for the future's contract, I believe this is very useful.....
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