I think we still have an issue with futures session.
Today being a holiday, using CL as an example.
It closed @ 12:30 MTN and then reopened 16:00
When we look at SM to see when the last poll happened it was 11:30pm last night, and wont poll again until 16:30.
ES last bar was 11:00am and first bar after the close is 16:00 obviously recorded as 16:01 on a 1min bar chart.
CL/NYMEX chart in WL appears correct.
ES/CME-ET in WL chart appears to still be closed
Switching to NO holiday schedule appears to have the time correct.
Same impact on TY which is CBOT-ET
Thoughts?
Today being a holiday, using CL as an example.
It closed @ 12:30 MTN and then reopened 16:00
When we look at SM to see when the last poll happened it was 11:30pm last night, and wont poll again until 16:30.
ES last bar was 11:00am and first bar after the close is 16:00 obviously recorded as 16:01 on a 1min bar chart.
CL/NYMEX chart in WL appears correct.
ES/CME-ET in WL chart appears to still be closed
Switching to NO holiday schedule appears to have the time correct.
Same impact on TY which is CBOT-ET
Thoughts?
Rename
Here are the images I failed to attach.
- ago
#2
Index futures closed on CME yesterday at 12:00 CST and opened 17:00 CST. The Trading hours in WealthLab for CME were correct, but probably not for your CME-ET market unless it was regenerated after you installed build 111. Delete your CME-ET and CBOT-ET markets to be regenerated by the TS Provider.
Again, right now we still don't have a way to update a holiday hour schedule without hard-coding into the build, but it's on the list to try to find a solution.
Listen, you're trading 24-hours. Just disable the Pre/Post Filter in the Strategy item configurations. This will give you all the bars whenever there is a bar. I can't think of a reason this wouldn't work for Globex futures.
Caveat:
If your code references market's Open or Close times - for example, to exit at the end of the day's session, the holiday hour schedule would need to be correct for that.
Again, right now we still don't have a way to update a holiday hour schedule without hard-coding into the build, but it's on the list to try to find a solution.
Listen, you're trading 24-hours. Just disable the Pre/Post Filter in the Strategy item configurations. This will give you all the bars whenever there is a bar. I can't think of a reason this wouldn't work for Globex futures.
Caveat:
If your code references market's Open or Close times - for example, to exit at the end of the day's session, the holiday hour schedule would need to be correct for that.
Thats a great idea, thanks!!
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