I noticed that I cannot display daily bars for the RTH session of ES (either ES 06-10 or ES ##-##).
Regardless of what I select in the session manager, the only bars displayed are for the ETH session (“CME US Index Futures ETH” vs. “CME US Index Futures RTH” or “CME Global Index Futures RTH”).
I’ve only the downloaded daily and minute data. Checked the database to confirm that the minute data has the correct timestamp and OHLCV values. The database for daily values only lists the ETH session.
There are a few temporary solutions like creating daily bars from 405min data, but I’m trying to check the accuracy of the continuous contracts (RTH) and get 200 period mov avg for daily bars (RTH).
I searched the forum on NT& DTN-IQ and didn’t find a solution.
Does anyone have any ideas on how to get the RTH daily bars for a 2 year chart?
Thanks!
Jack
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