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Friday Trading hours into the close problem for CBOE US Index Futures ETH

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    Friday Trading hours into the close problem for CBOE US Index Futures ETH

    I am new to NinjaTrader so this may have been covered already.

    It seems I am unable to modify the Trading Session hours for the Friday close of CBOE. I found that there is market action at 3:30pmCT Friday not represented on the chart although the Ask and Bid are active. It seems there is a logic conflict is the session management software as I attempt to modify the Thursday or create a Friday session so that the 30 minute period from 3:30pm to 4:00pm on Friday can be charted.

    Do I understand this correctly? Has this been addressed already?
    I am using NT8 vesion 8.0.20.1 64-bit. I am most working with ES and MES.

    #2
    Hello MartinT,

    Welcome to the NinjaTrader forums!

    The CBOE US Index Futures ETH has the hours listed as 3:30 PM Central to 3:15 PM the next day with a 15 minute break from 3:15 to 3:30.

    This would include any trading action from 3:30 to 4:00 PM.

    On Friday, there is no new session that trades overnight to Saturday. When the market closes at 3:15, it will not open again until Sunday evening.

    You can make a copy of the trading hours template and modify these to any hours you would like. But please note, this would make your chart different than everyone elses.

    You can also use the Default 24/7 trading hours template to see what data is available.

    Chelsea B.NinjaTrader Customer Service

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      #3
      Hi Chelsea B.
      Yes, That is exactly what I thought. But it does not explain the Ask Bid updates that I saw occurring from 3:30 to 4 last Friday. Confused a bit.

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        #4
        Hello MartinT,

        The ES and MES use the CME US Index Futures ETH. These would be trading from 3:30 to 4:00 PM Central and would have updating ask and bid updates.

        However, by using the CBOE US Index Futures ETH which is not the correct trading hours template for these instruments, this will limit the chart from forming new bars after 3:30 on Friday which is the end of the session.
        Chelsea B.NinjaTrader Customer Service

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          #5
          Ah, very good Thank you. I will correct my config.

          Comment

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