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Q: I would like my daily chart to capture the 'regular' trading hours instead of the preset trading hours (Ensign software preset trading hours). By regular, I mean the daily trading session should start at 4.30pm and end at 4.15pm the next day (for ES, NQ and ER). I can capture the 'regular' session daily bar using DTN refresh (but the refresh will not covers the current daily bar). As I'm using Ensign preset time instead of the 'regular' time, my current daily bar will be different than those using the 'regular' settings.
A: All refresh data for daily charts uses official Open, High, Low and Last values which include all session data to set the High/Low range. This is without regard to any market hours you set in Ensign. The Market Hours in Ensign can only be used to include or exclude intra-day bars being shown on a chart. They cannot control the official High and Low used for a daily bar.
The official daily bar is already the globex session open at 4:30 and the day session close at 4:15. I am not sure I understand why you think there is a reason for confusion or issue with this regular daily bar.
If you want different hours than the official bar, the best work around for a day session only daily bar is to plot a 405 minute bar to simulate a daily bar for ES because the ES day session is 405 minutes long. This intra-day bar will then be the day session open and have just the day session range. Last modified 1/31/08 3:35 PM |
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