CBOT TY

General discussions about futures.
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ADMP
Roundtable Fellow
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Posts: 60
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Location: Germany

CBOT TY

Post by ADMP » Tue Feb 17, 2009 10:45 am

Hi,

it seems that there is no data for TY (CSI #150 floor + electronic) for yesterday. It was President day, but electronic was open.

Alexandre

RedRock
Roundtable Knight
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Joined: Fri Jan 30, 2004 3:54 pm
Location: Chicago

Post by RedRock » Tue Feb 17, 2009 12:10 pm

The exchange and thus CSI and probably other data vendors consider from Sunday night till Tuesdays close as ONE day. Only way I see around having this "super bar' is to create your own Monday bar manually. It is an issue which has not been adequately addressed by the exchanges. If the contracts are trading, the exchange is not really 'closed' then, is it?

Nuts.

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