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Search: Posts Made By: Fat Tails

Forum: Brokers

September 20th, 2015, 05:36 AM

Replies: 12

CME changes end time

Views: 4,347

Posted By Fat Tails

That is exactly what I meant to say.

That is exactly what I meant to say.

Forum: Brokers

September 19th, 2015, 05:36 PM

Replies: 12

CME changes end time

Views: 4,347

Posted By Fat Tails

Of course you wish to adapt the session templates...

Of course you wish to adapt the session templates to the contractual trading times of the market. But when the market hours are changing, then you will need to think twice, which is the proper...

Forum: Brokers

September 15th, 2015, 02:34 PM

Replies: 12

CME changes end time

Views: 4,347

Posted By Fat Tails

And if you follow those instructions, the session...

And if you follow those instructions, the session template cuts off all data between 4:00 PM CT and 4:15 PM CT for all trading days prior to September 20, 2015.

Backtests of all stategies that did...

Forum: Brokers

September 13th, 2015, 04:44 PM

Replies: 12

CME changes end time

Views: 4,347

Posted By Fat Tails

It is my understanding that index futures and...

It is my understanding that index futures and NYMEX traded instruments will now close 15 min early at 4:00 PM Central. This should not cause any problem.

I even recommend NOT to change any session...

Showing results 1 to 4 of 4

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