Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Sun, 08 Sep 2024 00:39:20 +0000
Equities Session Times
View Count: 296
| [2024-06-14 02:20:41] |
| Mattie V - Posts: 22 |
|
My session times for SPY-NQTV and QQQ-NQTV are set to DAY: 9:30 - 15:59:59 and EVENING: 16:00:00 - 9:29:59, which isn't really appropriate for equities since 16:00:00, given that it is greater than the day session start time, means it's the start of the session as it says in your Documentation. I can live with that though. The issue is that even though SPY and QQQ trades 24/5, my chart data for each does not load for the entire night. Today SPY stopped loading candles and intraday chart data at 19:56 and QQQ at 19:59. Data then resumes loading on the chart each day at 4:00:00. Also, it seems as if the session time options aren't fully applicable to regular equities, with pre and post market hours and the regular US cash open to close, perhaps because your platform is more often used for futures, or am I missing something there? Are there plans to develop a more customizable session time settings for equities? Thank you. Date Time Of Last Edit: 2024-06-14 02:21:29
|
| [2024-06-14 05:21:17] |
| Tony - Posts: 502 |
|
SPY and QQQ are ETFs, the time you set seems for Futures products Refer this link for ETF reading hours: (not 24/5), when trading stopped, you would not see any updates on your chart. ES (SP500 Futures) and NQ (Nasdaq Futures) are traded 23 hours a day, 5 days a week, not 24/5 either Date Time Of Last Edit: 2024-06-14 05:31:06
|
| [2024-06-14 14:55:37] |
| John - SC Support - Posts: 34254 |
|
You are looking at the data for the NASDAQ TotalView, which is just the trading that occurs on NASDAQ. As noted in the link give in post #2 trading on NASDAQ is from 04:00 to 20:00 Eastern US time. This matches what you are seeing. If you want the trading from all exchanges then you would need to use our "U.S. Equities Consolidated Tape" exchange and enter the symbol as the standard symbol (i.e. SPY, not SPY-NQTV). Refer to the following: Denali Exchange Data Feed: Nasdaq TotalView Data Feed Notes US Stock/Equities Consolidated Tape Data Feed For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing |
| [2024-06-15 21:07:56] |
| Mattie V - Posts: 22 |
|
I'm glad I finally asked. I'm used to using ThinkorSwim, and trading/charting for SPY and QQQ (on ToS) is indeed 24/5, but I guess that is a ThinkorSwim feature? I assumed any platform one used would show the full, 24 hr price action that occurs, not just ToS. So that's a new one for me that I still don't understand, but at least I know that I'm not able to see the 24/5 trading for those ETFs with my current data on SC. Thanks. Date Time Of Last Edit: 2024-06-15 21:09:34
|
| [2024-06-16 04:16:15] |
| Tony - Posts: 502 |
|
@Mattie, I learned something new today, did some research, here are what I found, correct me if I am wrong. First of all, the 24-trading (more specifically from 8pm to 4am next day) is a ThinkOrSwim thing, Sierra doesn't have a "thing", it just faithfully presents what ever data that exchanges offer. TOS used to be owned by TD, and recently purchased by Charles Schwab, this Web Page of Charles Schwab says, over night trading is "exclusively on thinkorswim platforms", my understanding is that transactions are among TOS accounts. This Video also mentioned the overnight liquidity is absurd, I verified by loading tick charts for SPY and QQQ on my TOS platform, there were almost no bars printed overnights, meaning, we could barely notice any difference between a TOS' tick chart and a Sierra's tick chart, either SPY or QQQ. The video also mentioned that you can only place limit overnight orders on TOS, market orders are not available. Just I thought it was only a TOS thing, I noticed SPY and QQQ have 24-hour data on Ninja too, I will have to ask them and find out why. Will get back to you Date Time Of Last Edit: 2024-06-16 17:00:40
|
| [2024-06-20 06:27:18] |
| Tony - Posts: 502 |
|
Correction, Ninja doesn't have 24-hour data either, the time on chart shows my local time (Pacific), that's why the candle bars are printed from 01:00 to 17:00 (04:00-20:00 Eastern), nothing outside that window, same as I see with Sierra. Called Nasdaq data management too, they confirmed that there is absolutely no data from 20:00 to 04:00 next day Eastern. "ETFs are traded 24 hours" is a misunderstanding. So, this is truly "exclusively" on TOS. In terms of how TOS handle their own orders? My curiosity level is just not high enough for me to go deeper into the rabbit hole. Date Time Of Last Edit: 2024-06-20 06:36:57
|
| [2024-06-20 22:32:33] |
| Mattie V - Posts: 22 |
|
Yeah, very interesting and it's what I found as well. If you look on TOS at charts of QQQ or SPY you definitely see candles and trade activity and I did see that it is on for TOS users. I assume it is similar to Robinhood's 24hr market.
|
To post a message in this thread, you need to log in with your Sierra Chart account: