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Hi Thorsten:
The trading hours for the full S&P 500 for the open-out-cry are:
"8:30 a.m.-3:15 p.m."
For Globex (electronic) it is:
"Mon/Thurs 3:45 p.m.-8:15 a.m. Sun and Hol 5:30 p.m.-8:15 a.m."
So there is a break between the electronic and open-out-cry sessions. The "open" is the begining of the open-out-cry session. The close depends on which session(s) you enter for your data provider. All of them that I'm aware of give you a choice of "day session only" (open-out-cry), or total trades which include the electronic session(s) (some futures have multiple electronic sessions each day). So, if you choose "day session only" then your close will be the close of the open-out-cry session. If you choose total trades it will include the open-out-cry session through the end of the 8:15 a.m. session even though that session is part of the following day. Confused? If you choose the e-mini, then you will get electronic only open and close for the full session(s). Look through the list of codes that your data provider gives you. At least that's the way that Reuters and CSI do it.
Jay
In a message dated 5/12/2003 1:10:29 AM Pacific Daylight Time, theboy@xxxxxxxxxxxx writes:
Hello everybody,
I have a question on bar charts:
I plot a barchart or a candlestick chart (e.g. with Metastock) of the S&P Future.
This future is 24 hours traded... what is the "Open" and "Close" bar corresponding?
Maybe the "Open" and "Close" of the US markets?
Thank you to everybody in advance for helping me.
Best regards,
Thorsten
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