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ES replay data for 23rd.Nov.2012 ending at 18:15?

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    ES replay data for 23rd.Nov.2012 ending at 18:15?

    Hello,

    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.
    Attached Files

    #2
    Hello Tronader,

    Thanks for writing in.

    Could you please download a new copy of the 11/23 replay data? I seem to have different start/stop times than you after loading a fresh copy here.
    KyleNinjaTrader Customer Service

    Comment


      #3
      Hi Kyle,

      I re-downloaded a few times but still displaying 18:15GMT for me. I've just re-downloaded straight from the Utilities menu, ie, I don't know if it's possible delete the previous data and re-download again as it seems it's not overwriting the previous data for me?

      Cheers,
      Tronader

      Comment


        #4
        Hello,

        To remove the existing replay data, please shut down NinjaTrader then open the Documents > NinjaTrader 7 > DB > Data folder - right click on the file named 20121123 then select Delete. Finally, restart NinjaTrader and download a new copy of the 11/23 data via the File > Utilities > Download Replay Data menu.
        KyleNinjaTrader Customer Service

        Comment


          #5
          Hi,

          I've done the following:
          * closed NT
          * deleted the existing data
          * connected to make sure it was not appearing
          * disconnected
          * downloaded the data for ES 12-12 for the 23rd.Nov.2012
          * connected again
          * check the values for the available data

          and I'm still getting L1 End and L2 End = 18:15

          Which values are you getting and what timezone are you in: Central Time, Easter Time? Wondering how's that we're getting different values...

          Comment


            #6
            Hi,

            Thanks for trying that. In reviewing my results, it appears that I'd converted our timezones incorrectly, I am seeing the same close time as you here.

            We would have seen an early close on Friday due to the holiday weekend here in the US: http://www.cmegroup.com/tools-inform...anksgiving.pdf
            KyleNinjaTrader Customer Service

            Comment


              #7
              Ah ha!! Thank you for that Kyle, I tried to research something like that but couldn't find information about an early closure...

              I'll bookmark that link for future reference.

              Much appreciated!!!

              Comment

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