How to get regular session for ES

[evensteven]

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.

[Larry22]

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.

Jut go in properties (double click in a chart or right click) and change session begins to 9:30AM then Session ends 4:15PM.

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

[net4walk]

Daily bar's regular session

For the daily ES, there is no session time setting in the property. In Esignal I just use "ES H0=2" symbol to get regular session daily bars, can NT map symbol "ES H0=2" ??

[NinjaTrader_Ben]

Hello,

If you want session times to work on your charts just double click the chart and change your session begins and ends times:

http://www.ninjatrader-support.com/HelpGuideV6/ChartProperties.html

Although I have never tried, I do not think what you are trying to map will work.

[Jim W.]

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.

[net4walk]

Hello,

If you want session times to work on your charts just double click the chart and change your session begins and ends times:

http://www.ninjatrader-support.com/HelpGuideV6/ChartProperties.html

Although I have never tried, I do not think what you are trying to map will work.

That session time setting only will be shown in intraday chart's property, when I change the chart to daily bar, the session time setting rows disappear in the chart's property. What I am understanding is that for regular time daily bars , the data provider like esingal provide it using different symbol, but I don't see this option in NT. Please double check it.... thanks.....

[NinjaTrader_Kyle]

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.

[net4walk]

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.

Hi Kyle,

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...

[NinjaTrader_Kyle]

Hello 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.

[net4walk]

Hello 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.

This is really unfortunate! I don't understand if NT support a data provider, why doesn't it support the full capacity of the data provider?? Is it too hard to implement or something else?

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.....

[NinjaTrader_Kyle]

Hello net4walk,

Thank you for your reply.

I will forward your request for this addition on to my development team for further consideration.

[net4walk]

Thank you very much Kyle. I have to admit that NT's got a very good support team....