Go Back   NinjaTrader Support Forum > Suggestions and Feedback > Suggestions And Feedback

Suggestions And Feedback New feature suggestions and feedback.

Reply
 
Thread Tools Display Modes
Old 12-20-2009, 07:57 PM   #1
evensteven
Member
 
Join Date: Mar 2009
Posts: 36
Thanks: 0
Thanked 0 times in 0 posts
Default How to get regular session for ES

How do you get the ES regular session so that you can see where the gaps occur, etc. I use the overnight session for the most part, but I need the regular ES. Surely this can be done, though I've tried it several ways and still can't get it to work out. Every chart package offers a regular and overnight session for the emini's. Doesn't Ninja?? Thanks.
evensteven is offline  
Reply With Quote
Old 12-20-2009, 08:38 PM   #2
Larry22
Senior Member
 
Join Date: Dec 2007
Location: Montreal
Posts: 102
Thanks: 0
Thanked 1 time in 1 post
Default

Quote:
Originally Posted by evensteven View Post
How do you get the ES regular session so that you can see where the gaps occur, etc. I use the overnight session for the most part, but I need the regular ES. Surely this can be done, though I've tried it several ways and still can't get it to work out. Every chart package offers a regular and overnight session for the emini's. Doesn't Ninja?? Thanks.
Jut go in properties (double click in a chart or right click) and change session begins to 9:30AM then Session ends 4:15PM.

Of course these are Eastern time should you be in another time zone just make sure you adjust your time accordingly to that. This way you will have what we call a day session chart
Larry22 is offline  
Reply With Quote
Old 12-24-2009, 11:37 PM   #3
net4walk
Member
 
Join Date: Dec 2009
Posts: 35
Thanks: 0
Thanked 2 times in 1 post
Default Daily bar's regular session

For the daily ES, there is no session time setting in the property. In Esignal I just use "ES H0=2" symbol to get regular session daily bars, can NT map symbol "ES H0=2" ??
net4walk is offline  
Reply With Quote
Old 12-26-2009, 12:04 PM   #4
NinjaTrader_Ben
NinjaTrader Customer Service
 
NinjaTrader_Ben's Avatar
 
Join Date: May 2008
Location: Denver, CO
Posts: 3,157
Thanks: 0
Thanked 3 times in 3 posts
Default

Hello,

If you want session times to work on your charts just double click the chart and change your session begins and ends times:
http://www.ninjatrader-support.com/H...roperties.html

Although I have never tried, I do not think what you are trying to map will work.
NinjaTrader_Ben is offline  
Reply With Quote
Old 12-27-2009, 05:31 AM   #5
Jim W.
Senior Member
 
Join Date: Jul 2007
Posts: 101
Thanks: 6
Thanked 19 times in 15 posts
Default

It is correct that the ES E-Mini trading ends at 3:15 p.m. CT. The CME exchange sends the ES E-Mini contract's settlement price for the session about 5 minutes after trading ends. The volume sent with the settlement price is zero. For example, on 12/22/2009 on a 1 minute chart you can see that the settlement price, 1113.50, shows on the 3:22 p.m. bar. On 12/23/2009 they sent the settlement price twice, at 3:16 p.m. and again at 3:22 p.m. I use an ES E-Mini session ends time of 3:30 p.m. to allow for processing delays at the exchange.
Jim W. is offline  
Reply With Quote
Old 12-28-2009, 12:23 PM   #6
net4walk
Member
 
Join Date: Dec 2009
Posts: 35
Thanks: 0
Thanked 2 times in 1 post
Default

Quote:
Originally Posted by NinjaTrader_Ben View Post
Hello,

If you want session times to work on your charts just double click the chart and change your session begins and ends times:
http://www.ninjatrader-support.com/H...roperties.html

Although I have never tried, I do not think what you are trying to map will work.
That session time setting only will be shown in intraday chart's property, when I change the chart to daily bar, the session time setting rows disappear in the chart's property. What I am understanding is that for regular time daily bars , the data provider like esingal provide it using different symbol, but I don't see this option in NT. Please double check it.... thanks.....
net4walk is offline  
Reply With Quote
Old 12-28-2009, 12:56 PM   #7
NinjaTrader_Kyle
NinjaTrader Customer Service
 
NinjaTrader_Kyle's Avatar
 
Join Date: Dec 2008
Location: Denver, CO, USA
Posts: 9,111
Thanks: 289
Thanked 478 times in 464 posts
Default

Hello net4walk,

Thank you for your reply.

If eSignal provides such a symbol you can access it in NinjaTrader. The first step would be to determine which symbol eSignal is using.

As a work-around, you might consider creating a 1440 minute chart. (1440 minutes = 24 hours) In the 1440 minute chart, the begins and ends properties would be available.
NinjaTrader_Kyle is offline  
Reply With Quote
Old 12-28-2009, 01:20 PM   #8
net4walk
Member
 
Join Date: Dec 2009
Posts: 35
Thanks: 0
Thanked 2 times in 1 post
Default

Quote:
Originally Posted by NinjaTrader_Kyle View Post
Hello net4walk,

Thank you for your reply.

If eSignal provides such a symbol you can access it in NinjaTrader. The first step would be to determine which symbol eSignal is using.

As a work-around, you might consider creating a 1440 minute chart. (1440 minutes = 24 hours) In the 1440 minute chart, the begins and ends properties would be available.
Hi Kyle,

I use symbol "ES H0=2" in esignal to access March 2010 contract day session only daily bar, and "ES #F=2" to access most liquid continuous contract day session only. Please let me know how to access them in NT, I tried it and didn't get how to do it....

using 1440 min chart is not good enough for that 1. it's not accurate enough, especially for short trading day like last thursday; 2. esignal only provide about half year of minute data, so it's not long enough back for daily bar either.

Thank...
net4walk is offline  
Reply With Quote
Old 12-28-2009, 02:05 PM   #9
NinjaTrader_Kyle
NinjaTrader Customer Service
 
NinjaTrader_Kyle's Avatar
 
Join Date: Dec 2008
Location: Denver, CO, USA
Posts: 9,111
Thanks: 289
Thanked 478 times in 464 posts
Default

Hello net4walk,

Thank you for your reply and the clarification.

I had thought these were separate instruments, not just an addition to the expiry. (For example, ES2 H0 instead of ES H0=2)
Unfortunately, this is not supported.
NinjaTrader_Kyle is offline  
Reply With Quote
Old 12-28-2009, 02:43 PM   #10
net4walk
Member
 
Join Date: Dec 2009
Posts: 35
Thanks: 0
Thanked 2 times in 1 post
Default

Quote:
Originally Posted by NinjaTrader_Kyle View Post
Hello net4walk,

Thank you for your reply and the clarification.

I had thought these were separate instruments, not just an addition to the expiry. (For example, ES2 H0 instead of ES H0=2)
Unfortunately, this is not supported.
This is really unfortunate! I don't understand if NT support a data provider, why doesn't it support the full capacity of the data provider?? Is it too hard to implement or something else?

Will this be supported in the future? All the data providers I used before have different symbols for regular session and 24 hr session for the future's contract, I believe this is very useful.....
net4walk is offline  
Reply With Quote
Old 12-28-2009, 02:53 PM   #11
NinjaTrader_Kyle
NinjaTrader Customer Service
 
NinjaTrader_Kyle's Avatar
 
Join Date: Dec 2008
Location: Denver, CO, USA
Posts: 9,111
Thanks: 289
Thanked 478 times in 464 posts
Default

Hello net4walk,

Thank you for your reply.

I will forward your request for this addition on to my development team for further consideration.
NinjaTrader_Kyle is offline  
Reply With Quote
Old 12-28-2009, 03:02 PM   #12
net4walk
Member
 
Join Date: Dec 2009
Posts: 35
Thanks: 0
Thanked 2 times in 1 post
Default

Thank you very much Kyle. I have to admit that NT's got a very good support team....
net4walk is offline  
Reply With Quote
Reply

Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off

Forum Jump

Similar Threads
Thread Thread Starter Forum Replies Last Post
Outside Regular Trading Hours ssierra Automated Trading 39 11-19-2012 03:22 AM
Plotting ES Futures Chart for the US Trading Session Only. Scooter1 Charting 4 10-13-2009 11:28 AM
Determining regular session close on 24hr chart rsi77 Strategy Development 9 05-13-2009 12:01 PM
Continuous ES contract and Pit session Baruch Charting 3 03-12-2009 08:40 AM
Get last regular session date? suedeuno General Programming 1 01-12-2009 08:28 AM


All times are GMT -6. The time now is 01:55 PM.

FULL RISK DISCLOSURE: Futures trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results. View Full Risk Disclosure.