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day only session for ES?
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day only session for ES?
My eventual goal is to be able to switch out of Tradestation and move over to Ninjatrader. Towards that end, there are a few technical issues that I need to figure out. One of the most puzzling right now is this issue of how to get the day only contracts for the ES and NQ. On Tradestation you just add a ".D" to the end of the contract name, like this: ESH10.D, and presto, you've got the day only contract. I don't seem to be able to do that with Ninjatrader (I've just got Zenfire for data now). I did see another post on this general subject where they talked about ETH vs RTH (I'm assuming that the RTH, or "Regular Trading Hours" would be identical to the day only session), but I can't find the "session manager templates" that are supposed to allow you to switch between ETH (which I assume means the Globex hours) and RTH. Please could somebody help me out here? Thanks, TasukiTags: None
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Hello Tasuki,
Unfortunately Zen-Fire does not support historical daily data with NinjaTrader 6.5 as per the link below.
However historical daily data with Zen-Fire is supported in NinjaTrader 7.
Session templates are only available in NinjaTrader 7 and not in 6.5 as well. Please see the following link for more information regarding NinjaTrader 7.
JasonNinjaTrader Customer Service
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Jason, thanks for your reply, but I don't think you answered my question. I'm not asking about historical daily data, I'm just asking about "regular session" vs "globex session". The term "day only" means "regular session" meaning (for the Chicago futures markets like ES and NQ) 8:30 AM to 3:15 PM, Monday to Friday.
1) "day only" = "regular session" = NO overnight data included when charting
2) "Globex" = " extended session" = YES overnight data included when charting
It's the first one I'm trying to chart.
Currently (and remember I'm a complete newbie to Ninja) I see no way to create a five minute chart of the regular session on the ES. Is this possible? If so, how do you do it? What symbol do you use?
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