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Date/Time: Tue, 23 Apr 2024 19:38:31 +0000



ES futures opening time does not adjust for New Your time zone

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[2020-02-03 10:11:26]
User14410 - Posts: 38
I apologize for my abrupt inquiry.

On 2013-09-01, the ES futures opening time should be at 17:00 instead of 18:00 due to daylight saving time. May I ask what should I do to adjust the daylight saving time automatically instead of doing it manually every time when there is a shift as I plan to export a long history of time series price data for doing back-testing.

Please find the attached photos for indicating my current situation.

Thank you very much.
Date Time Of Last Edit: 2020-02-03 11:58:20
imageTimezone1.png / V - Attached On 2020-02-03 10:10:58 UTC - Size: 83.35 KB - 301 views
imageTimezone2.png / V - Attached On 2020-02-03 10:11:02 UTC - Size: 69.59 KB - 279 views
Attachment Deleted.
[2020-02-03 18:19:51]
User14410 - Posts: 38
Does anyone can give me a hand?
[2020-02-03 19:39:15]
Sierra Chart Engineering - Posts: 104368
You just need to set that chart to use the US Eastern time zone:
Time Zone Setting: Using Different Time Zone in Individual Charts

And then set the Session Times in the chart according to that time zone:
Chart Session Times
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2020-02-04 06:18:55]
User14410 - Posts: 38
I have already set to New York, please refer to my two photos, but the time should be at 17:00 instead of 18:00. What did I do wrong?
[2020-02-04 06:24:44]
User14410 - Posts: 38
The data was on 01/09/2013 (DD/MM/YYYY) and the opening time for ES futures should be at 17:00 instead of 18:00. You could see that there was 45 mins gap in the attached photo and that might imply the opening time was incorrectly displayed.
[2020-02-04 09:58:23]
User14410 - Posts: 38
I have double checked with some other data vendors' sample data and found that the time should be at 17:00 also. Please confirm if there is any problem with the data. Thank you.
[2020-02-04 16:46:29]
User14410 - Posts: 38
Can anyone please help me to verify whether there is a problem?
I have attached two photos for indicating the opening time might be incorrect.
[2020-02-04 19:59:21]
Sierra Chart Engineering - Posts: 104368
Make certain the chart is set to the US Eastern time zone:
Time Zone Setting: Using Different Time Zone in Individual Charts

And then follow the instructions here to apply the default Session Times to the chart:
Global Symbol Settings: Applying Global Symbol Settings to Existing Intraday Chart
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2020-02-04 20:10:49]
User14410 - Posts: 38
I have set to New York time and followed the steps you advised, but the result is still incorrect. Please see the attached photo, especially the time for the 45 minutes gap, for indication.
imageTime.png / V - Attached On 2020-02-04 20:10:43 UTC - Size: 27.13 KB - 226 views
[2020-02-05 07:33:13]
User14410 - Posts: 38
Could anyone give a hand? I have tried many times but still failed. I could not figure out what has gone wrong.
[2020-02-05 10:34:04]
User907968 - Posts: 802
https://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500_contract_specifications.html

The market open/close does not change relative to NY timezone because of DST
[2020-02-05 11:02:46]
User14410 - Posts: 38
Thank you, but I believe there might be misunderstanding. Please take a look at the tick data sample from "tickdata" vendor and compare with the other photo I attached.
You could see that the trade price and bid-ask volume have the same pattern in both photos, but there is a one-hour difference.
Date Time Of Last Edit: 2020-02-05 11:04:51
imageTime.png / V - Attached On 2020-02-05 11:04:39 UTC - Size: 27.13 KB - 257 views
imageTickData Sample.png / V - Attached On 2020-02-05 11:04:48 UTC - Size: 61.57 KB - 265 views
[2020-02-06 08:48:56]
User14410 - Posts: 38
https://www.cmegroup.com/trading-hours.html#equityIndex

Sorry guys, may I know why the Emini S&P500 futures states opening hour is at 17:00 instead of 18:00 as described here: https://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500_contract_specifications.html
[2020-02-06 10:13:52]
User907968 - Posts: 802
https://www.cmegroup.com/trading-hours.html#equityIndex - Shows trading hours in central time (CT) i.e. Chicago

https://www.cmegroup.com/trading/equity-index/us-index/e-mini-sandp500_contract_specifications.html - Shows trading hours in eastern time (ET) i.e. New York

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