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Charting SP and ES data with Tradestation


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  #1 (permalink)
Mondrakete
Germany
 
Posts: 24 since Feb 2011
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Hallo,

I just got Tradestation running and I have compared SP, SP.P, ES und ES.D

SP.P seems to be during daytime, SP during nighttime.
ES.D seems to be during daytime, ES during day and night.

Why does ES show day and night data and SP only nighttime data?

I compared daily volumes.
Daily volume and open interest is the same for SP.P and SP, and ES.D and ES respectively.
Hiw can that be if trading times are not the same?

5 minute volume is during daytime the same for ES.D and ES, which makes sence if ES.D is ES during daytime.

How is that to be explained?


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Last Updated on April 8, 2011


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