Support Board
Date/Time: Sat, 10 May 2025 01:34:56 +0000
Post From: Russell 2000 futures session time
| [2015-12-22 18:16:20] |
| Johnny - Posts: 99 |
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Wow, too many posts here. The Russell 2000 futures contract has two peculiarities. The first being that it has a different session start time for Sunday, as I have mentioned in my original post and the second is that on some days there are trades that occur at exactly 18:00 which is the closing time. Not 17:59:59 as it would be the case with other contracts. Whats does that mean? In order to get the correct closing price for the day you need to set the session end time to 18:00:00 not 17:59:59. But by doing so you can't set the start time of the session to 18:00 as that will result in a blank chart. So, the only option left is to set the session time to 18:00:01 - 18:00:00 but obviously risking to miss the high or low for Sunday/Monday. Now why does the daily close matter so much? Well for my strategy it does and so do the daily high/low, plus I use daily pivot points and a wrong daily close/high/low subsequently gives different values.
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