Answers to Common Questions
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Question |
How do I setup a ticker symbol for the e-mini which monitors only the RTH day session? |
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Answer |
Important Note:
Since this Q&A was first added, we have introduced new periodicities
that allow the user to create daily, weekly, monthly, quarterly, and
yearly bars from intraday data, and thus honor the session of the chart.
This makes the process much easier. Watch
this video for more
details and eliminates the need to create and maintain the custom
instrument below. This is best done with a Custom Instrument. From the file menu, select "Setup: Custom Instruments" and fill in the Custom Instrument window similar to what is seen below.
Notice that this custom instrument is nothing more than a duplication of the e-mini ticker symbol. The key is that we're going to setup this custom instrument with the RTH day session. Once you've completed the setup of the custom instrument and click the "Save" button, click the "More Setup" button. A "Setup Instruments" window should appear with your custom instrument already filled in. Change the session to the proper RTH session (general setup as session "0. US Stocks"). Now click the "Modify" button at the lower right corner of window. Now go back to the Custom Instrument Setup window and click the "Save and Close" window. This will force data to be regenerated considering the proper day session only. (Note: It's important that you have intraday / 1-minute data on the underlying e-mini symbol before you begin the process described above. The custom instrument data will be built using the data of the underlying e-mini symbol.) Now you should have access to the ticker symbol ES_Day. You can add this ticker to any quotepage, intraday or daily chart, etc. It can be used just like any other ticker symbol. This ticker symbol should reflect the high, low, open, close and volume of the RTH day session only. |
