Re: session
Posted: Tue Nov 19, 2019 11:08 am
Hello,
I would also need to set ETH (extended trading hours) / RTH (regular trading hours) for volume profiles columns.
I would for example need a volume profile for the ES entire session (ETH): 6 PM previous day -> 5 PM next day (eastern time).
As well as regular trading hour session volume profile from 9:30 AM -> 4:15 PM.
Without being able to set this, volume profile information is not accurate, not to say misleading.
Also this would help see ETH/RTH day high/low on the profiles.
These are very much needed.
So settings of volume profile should include setting start / end time, BUT should also be able to be smart enough to deal with trading session that span over 2 different days as is the case with lots of ETH sessions. This would not cause problem with 24 hours data limitation as sessions, even ETH, would still require <= 24 hours of data.
I would also need to set ETH (extended trading hours) / RTH (regular trading hours) for volume profiles columns.
I would for example need a volume profile for the ES entire session (ETH): 6 PM previous day -> 5 PM next day (eastern time).
As well as regular trading hour session volume profile from 9:30 AM -> 4:15 PM.
Without being able to set this, volume profile information is not accurate, not to say misleading.
Also this would help see ETH/RTH day high/low on the profiles.
These are very much needed.
So settings of volume profile should include setting start / end time, BUT should also be able to be smart enough to deal with trading session that span over 2 different days as is the case with lots of ETH sessions. This would not cause problem with 24 hours data limitation as sessions, even ETH, would still require <= 24 hours of data.