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The following is the information we obtained from the CME web site:
http://www.cme.com/news/holiday.html
CME Martin Luther King, Jr. Day Trading Schedule
Friday, Jan. 16 All agricultural, currency and interest rate futures and options
will close at 12:00 noon (Central time). Equity, GSCI, and E-mini S&P 500, will
close at their regularly scheduled times.
Sunday, Jan. 18 GLOBEX opens at 5:30 p.m. (its regular time)
Monday, Jan. 19 Exchange closed in observance of Martin Luther King, Jr. Day.
GLOBEX halts trading at 10:30 a.m. and reopens at 5:30 p.m.
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You *could* get a daily bar for the globex trading session, but it wouldn't be
an accurate bar because all other daily bars will represent a much longer period
of time. Setting the day as a holiday will not collect daily information, but
it will collect any intraday information. If anyone needs/wants to see the
GLOBEX sessions, he/she could make an intraday chart of the information. To
side with the majority of users, it's best to set it as a holiday.
Dennis Boyle
Omega Research
Customer Support Center
____________________Reply Separator____________________
Subject: Re: Omega Research / Holiday List / Martin Luther King Jr. D
Author: PC:DStan34930@xxxxxxx
Date: 1/16/98 12:46 AM
What Holiday?
The Cme web site shows this to be a trading day with the interest rates,
currencies and ags closing at noon and a full session for the equities.
What am I missing here?
Dave Stanley
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