I read about the New CME Globex Trading Day Hours and it was my understanding that the end of the trading week for the ES would be Friday at 4:15pm CST (=GMT-6, so in the UK that would be 22:15).
Can you have a look at the attachment? I've got 1 doubt:
If the times of the market replay data are downloaded in US Eastern Time and then translated to our local time, then the time of two Fridays ago (16th.Nov.2012) should be:
* 3:15pm Central Time
* 4:15pm Easter Time
* 21:15 GMT
which seems correct, however for the previous Friday (23rd.Nov.2012) I was expecting:
* 4:15pm CT
* 5:15pm ET
* 22:15 GMT
but if you check the screenshot we have that market replay just downloaded data until 18:15 GMT.
Is it somehow missing the last 4h of the trading week?
Thank you.
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