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Daily Notes 242

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guy -

i noticed that the YM and ER2 no longer have gap play listings - did you put them in timeout?

if so, will they be allowed to come out and play again soon?

take care -

Hey omni

The ER2 and YM don't have gap play figures because they do not have RTH sessions. Of course one could create RTH sessions for them by just looking at the 09:30 to 16:15/17:00 timeframe but the data that I use for those contracts is the all session data.

This has both advantages and disadvantages. The advatages are that you can compare all the averages and summary data between 2 pairs of index futures contracts that are RTH and all sessions. i.e. the NQ and ES are RTH and the YM and ER2 are all sessions. This often gives interesting comparisons at-a-glance as the all session pattern may have been very different to the RTH pattern and this can be quickly picked up in the summary figures, for example the Trend %.

Of course the disadvantage is that you cannot see a gap play figure for the YM and ER2 with this sort of data.
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