Can you please look to see if you have the correct trading hours for the @NQ contract in the database? I notice when I have day orders, they do not expire at the end of the day, but only expire about an hour after the night session for the following day have started already. In some cases this could result in unintended trades during the night session.
Regards
- Fanus
Can you give me an example (using times) of what you mean?
If you look at my CTS Crash System right now, you will see there are three active day orders for @ES, @EMD and @NQ. If you check back after the market close, you will see that the @NQ order stay active long after the market close and into the night session, but the other market’s orders expire correctly on time.
Regards
- Fanus
In my contract database, I have that @NQ hours are 6:00 pm to 5:30 pm (Eastern) the following trading day. Am I incorrect? If so, what are the hours you believe correct?
MK
Accoring to CME’s website (http://www.cme.com/trading/prd/trading_hours_NQ705.html) and also my broker, the trading hours are from 4:30 pm to 4:15 pm (Eastern) the following day and on Sundays the open is at 6:00 pm. The same goes for @ES, @ER2 and @EDM. I think @EDM is wrong too in the database.
Regards
- Fanus
