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Labor Day holiday early close incorrect

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    Labor Day holiday early close incorrect

    Originally, there was no record for Labor Day's early close in the trading hours holiday list of CME US Index Futures ETH or RTH. Charts displayed bars after 12:00 PM CDT until 16:00 CDT, the standard EOD, even though there should have been no trading during that time period.

    I then added an Early Close record for Labor Day: Trading Date 09/05/2016, End Date 09/05/2016, End Time 12:00 PM.

    Now, charts fix EOD on 9/5/16 as 8:00 AM, not 12:00 PM. Please see the attached screenshot.
    Attached Files

    #2
    Hello tradesmart, and thank you for your report.

    I was unable to reproduce this with the ES 12-16 and a few other contracts that trade on the CME US ETH session. We have recently had an advisory which complicates the situation with your report, which you can learn more about here.

    http://ninjatrader.com/Advisories/CME-9-16-2016

    We also had a reported historical data server outage on September 5th, and needed to use a back-up.

    In order for us to have a clean test, I would like to ask if you could repeat this with non-CME, non-September-2016 expiry instruments, on a day other than September 5th, and let us know if you are still seeing results 4 hours off.

    Thank you once more for your report and for using NinjaTrader 8.
    Jessica P.NinjaTrader Customer Service

    Comment


      #3
      Originally posted by NinjaTrader_JessicaP View Post
      In order for us to have a clean test, I would like to ask if you could repeat this with non-CME, non-September-2016 expiry instruments, on a day other than September 5th, and let us know if you are still seeing results 4 hours off.
      The problem seems to have been corrected somehow. I now have accurate 12:00PM EOD breaks on September 5 for both ES 09-16 and ES 12-16 contracts. Sorry, but since I only subscribe to CME data, I'm unable to test non-CME instruments.

      Comment

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