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I downloaded some emini tick data from historybank.com. (10 days worth). The
data looks fine and I can display it in 15 minute bars going back about 10
days. But when I display it in daily data I only get three days? I'm also a
little confused about the sessions.
they are set up as follows
monday 16:30 mon 23:15 (this is local time) reset is ticked
monday 23:30 tue 16:28 reset is not ticked etc
Now I would think that this should only show the exchange traded times, but
it shows globex as well. If I tick the 23:30 to 16:28 then it only shows the
cme data?
thanks
John
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