CBOT TY

General discussions about futures.
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ADMP
Roundtable Fellow
Roundtable Fellow
Posts: 60
Joined: Wed Jul 04, 2007 9:04 am
Location: Germany

CBOT TY

Post by ADMP »

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
Roundtable Knight
Posts: 944
Joined: Fri Jan 30, 2004 3:54 pm
Location: Arizona

Post by RedRock »

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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