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Russell "day" contract

On the Emini Russel 2000 there is the normal March contact, ER2H06, then there is ER2H06.D, a day contract. What is the difference?

I've never heard of this difference in the Russell. What charting package are you using?

In the Emini S&P this concept exists and the ESH06 symbol is the 24 hour market and the ESH06.D contract is the time period from 09:30 to 16:15 EST.
Using Trade Station, but i think you are right with the 24hr vs the actual day.
The ES (Emini S&P) has a recognized RTH (regular trading hours) session. This also applies to the NQ while the YM and ER2 don't have that. The RTH is the pit traded hours for the S&P and so trading done in the ES while the pit is trading is also considered RTH.

On eSignal you specify the symbols as:
CC XN and CC XN=2
to differentiate between the two where CC is the contract (eg ES) and X is the month (one of HMUZ) and N is the last digit of the year. Adding =2 at the end of the symbol/contract designation shows only the RTH session. If, however, you try this for the ER2 or YM symbols then it will say not recognized (or something similar) saying that it doesn't understand an RTH for these symbols.