Would it be possible to create an alternative synthetic instrument that reflected the weekly /NQ rth session only?
One thing I tried was to create a synthetic future -- called /NR -- in the instrument manager. Then I copied the /NQ day data from the historical database and setup an identical /NR folder, which I was hoping to later edit manually.
I loaded the /NR instrument as a test, expecting to see bars identical to the ones belonging to /NQ, as I had not yet edited them, but instead the chart was empty.
I suspect this may have to do with a symbol mapping issue as I was asked for at least one symbol when I created the /NR instrument and didn't quite know what to do.
Anyway, Is what I'm trying to do possible? Is there any other way?
Thanks!
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