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Date/Time: Fri, 29 Nov 2024 14:53:03 +0000

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Daily symbols vs trading sessions

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[2015-09-02 17:59:00] #1 [Go To First Post]
vbmithr - Posts: 204
BitMEX uses a 8 hours trading session for futures. What would happen if I consider that the "daily" fields in structure in DTC apply to the 8 hour trading session ? It seems more consistent with BitMEX because there is more data streamed about the "trading session" rather than 24h data.

[2015-09-04 00:24:51] #2 [Go To First Post]
DTC Engineering - Posts: 320
There is no harm with this. The "daily" market data values can be considered "session" values. Perhaps they should be renamed but typically they are used for daily trading sessions. Date Time Of Last Edit: 2015-09-04 00:25:48

[2015-09-04 02:37:09] #3 [Go To First Post]
DTC Engineering - Posts: 320
We are going to change the name Daily to Session in the messages and fields. We see the importance of this.

[2015-09-04 07:30:53] #4 [Go To First Post]
vbmithr - Posts: 204
Sure, if I asked the question maybe others are wondering the same thing. It's clearer if it is "trading session" rather than "daily".

[2015-09-04 07:33:40] #5 [Go To First Post]
DTC Engineering - Posts: 320
Yes. It should use the word "session" because this is what the FIX protocol uses for those fields.

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