PureBytes Links
Trading Reference Links
|
Thanks for the replies. From experimenting with session times I have
found the following:
1) GS really likes all the session closes to be the same. This is a must.
2) Any session >24 hours would hang GS while trying to plot the chart in TS.
So, for all fx in globex, I have set up the session as follows: (all
times in CST)
Sat 17:00 - Sun 16:00 (session reset, zero dribble & settlement)
Sun 16:01 - Mon 16:00 (session reset, zero dribble & settlement)
Mon 17:00 - Tue 16:00 (session reset, zero dribble & settlement)
Tue 17:00 - Wed 16:00 (session reset, zero dribble & settlement)
Wed 17:00 - Thu 16:00 (session reset, zero dribble & settlement)
Thu 17:00 - Fri 16:00 (session reset, zero dribble & settlement)
Seems to work fine. I miss one minute of data each week, but can live
with that.
Thanks,
Abhijit
Loewensteijn wrote:
RE:
Any of you with working session setup for this? Since EC is trading
sun 15:00 - mon 16:00, and then 17:00 to next day 16:00, I am unable
to set up the session in ts2ki. TS does not like >24 hour session at
all. It is also having trouble if I try to break the Sunday - Monday
session in two. Rest of the weeks data shows up in chart all messed up.
Thanks,
AbhijitDear AbhijitI have not split the sessions but want the start of
the Globex session to be the start of the trading session.I set my
timezone of the computer to Helsinki and in that way the 00:00
coincides with the 17:00 CST. When Daylight savings arrives then it
may adjusting again , do not know yet.The latter remark is because I
have recently discovered that I can adjust in Global Server the dates
that Daylight Savings starts and stops (it was wring by default, tools
=> edit exchange list => highlight exchange => edit exchange => edit
daylight savings).I know some other traders who use an other start
time, like lunchtime or an hour for the close.Experiment to your
hearts content!Marinus
|