Jump to content

Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.

  • Welcome Guests

    Welcome. You are currently viewing the forum as a guest which does not give you access to all the great features at Traders Laboratory such as interacting with members, access to all forums, downloading attachments, and eligibility to win free giveaways. Registration is fast, simple and absolutely free. Create a FREE Traders Laboratory account here.

NoSquigglyLines

Eurex Markets - Timeframes & Discussion

Recommended Posts

Sorry to post this but I've done a fair bit of googling and can't find any real discussion on this. If the discussion exists then please point me towards it.

 

I'm trying to determine the best period to look at MP charts for the Eurex markets. If we take FESX as an example - the trading hours are detailed here http://www.eurexchange.com/trading/products/IDX/STX/BLC/FESX_en.html?mode=trading_hours

 

Pretrading starts at 7:30 CET

RTH Trading starts at 7:50 CET (but most people seem to state 8am CET as the RTH opening)

RTH closes at 22:00 CET

Post-market continues until 22:30 CET

 

My datafeed gives me data from 08:00-22:00 CET

 

With MP the start time and end time are more important because of IB, VAL areas etc. What are people using for the session times with the Eurex markets and MP. My example is FESX, but the question applies to all Eurex markets e.g. DAX, Bund, Bobl, Shatz.

 

Finally, beacuse of the large trading hours, does anyone look at a longer IB. For example, in the Emini S&P the day's session will very rarely exceed 4x the IB. However, in FESX on 12th March using 08:00-22:00 CET the session was almost 13x the IB.

 

Hope to generate some discussion on this.

 

Thanks

Share this post


Link to post
Share on other sites

This is one advantage of volume distributions. As the profile grows by volume rather than by time, out of hours sessions can be included without worry as the volume done there is negligible (if it is not that is significant in itself).

 

Doesn't answer your question really but it does uncover a weakness with time base profiles. Personally I'd plot both and see which I preferred.

Share this post


Link to post
Share on other sites

Try looking at the futures profiles for the same time that the underlying trades, then create a separate profile for the period between the close of the underlying and the open of the underlying the next day. Quite revealing.

 

HTH.

Share this post


Link to post
Share on other sites

If you're wanting to use mp on eurex then i personally would only recommend using it on fixed income products (i trade a few eurex products), but that's just my opinion

 

As for MP times, i use from 7am to 10pm GMT and i use only tpo profiles. Because of the long trading hours of eurex, as you are probably aware, many eurex products trade in two sessions... the morning for europe, then the afternoon when the US markets open. A few traders i know like to use profiles set for 7am - 12 lunch. Personally it's not my craic, as i like to see the whole session, but you might find something useful in it...

Share this post


Link to post
Share on other sites
This is one advantage of volume distributions. As the profile grows by volume rather than by time, out of hours sessions can be included without worry as the volume done there is negligible (if it is not that is significant in itself).

 

Doesn't answer your question really but it does uncover a weakness with time base profiles. Personally I'd plot both and see which I preferred.

 

I second that. There is no advantage of MP over volume.

Share this post


Link to post
Share on other sites
FESX is one of European Blue Chips index ... RTH in european exchange is from 0800 to 1730.

FESX is the same... from 0800 to 1730.

 

Salu2

 

:confused: The futures trade at the Eurex until 22:00 on regular trading days. Did you mean the underlyings?

Share this post


Link to post
Share on other sites

No men... Look at begginer of this post...

 

Ofcourse, FESX has RTH from 0800 to 2200, but someone asked about more usually trading hours... The biggest volume is from 0800 to 1730,...

Share this post


Link to post
Share on other sites
No men... Look at begginer of this post...

 

Ofcourse, FESX has RTH from 0800 to 2200, but someone asked about more usually trading hours... The biggest volume is from 0800 to 1730,...

 

Yeah, you're right. It's not hard rule though. Volume usually drops off at 18:00, sometimes at 18:30 or even 19:00.

Share this post


Link to post
Share on other sites

Yes you're right, but I think that the most similar to RTH in Eurex is from 0800 to 1730, because of european stocks exchanges close at this time.

What are you opinion about that?

Thank you.

Share this post


Link to post
Share on other sites
Yes you're right, but I think that the most similar to RTH in Eurex is from 0800 to 1730, because of european stocks exchanges close at this time.

What are you opinion about that?

Thank you.

 

Very likely that this is the reason. I guess another reason is that people just want to go home at some point. Beginning trading at 8:00 and stopping at 17:30 means their work day is 9.5 hours which is already longer than in most other professions in Europe. Xetra is in Germany where people work 7h per day on average...

Share this post


Link to post
Share on other sites

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.
Note: Your post will require moderator approval before it will be visible.

Guest
Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.


  • Topics

  • Posts

    • Question: To those that had/have cancer, what were the signs that made you think “something is not right here” to make you go see a doctor? Answer: So, 5/25/2018, I woke up, got ready for work, and as I walked to my car, I started gagging. Like something was stuck in my throat and I needed to clear it. And then it went away.   But 10 minutes after that, I was T-boned at 40mph on the driver side door. But what made me see a doctor was while my muscles felt better and bruises were going away, the gagging still continued, I started having fevers, my neck felt swollen, I was having such a hard time breathing, and I'd have random sharp pains in my chest, but not from where the seat belt saved me.   2 weeks after the accident, I finally see an urgent care doctor, who looks me over, tells me I'm fine, but luckily requests a neck X-ray. And I ask for a chest X-ray, which he rolls his eyes but let me have (most of my pain was in the neck, so I understand).   The very next day, he calls and says “So, that chest X-ray shows there's a 4 inch mass on your heart and lungs, and your lungs have been filling up with fluid, as well as in your pericardial (heart) wall. We need you to come in tomorrow.”   Turns out the big mass, due to the accident, caused my heart and lungs to tear and fill with fluid, the swollen neck and gagging was caused by 2 metastasized tumors, and the fevers and weight loss were symptoms. Stage 4b Hodgkin's Lymphoma.   But thankfully, we went very aggressive with chemo (and had a lot of bad side effects that don't normally happen to patients), and now I'm about 16 months cancer-free. Yay lucky X-rays! Rachel Jurina, Quora Source: https://www.quora.com/To-those-that-had-have-cancer-what-were-the-signs-that-made-you-think-something-is-not-right-here-to-make-you-go-see-a-doctor   Profits from free accurate cryptos signals: https://www.predictmag.com/  
    • As a man, the reality of life is the harshest part. I don’t mind looking older or becoming weaker over time; it’s nature.   Have you ever heard that the only people who will be loved unconditionally are women and children? Men will only be loved as long as they can provide until they are no longer needed. It doesn’t matter if you already did your best to get your kids to the best school or get the best things for them, if you stop before they’re done with it, there will be no thank you. The only thing they will remember is that they have to quit school at 15, ignoring all the previous 15 years of life you provided for them. The only people who will accept you, no matter what, are your parents. But in this situation, you might be that ungrateful child.   EDIT: Wow, I didn’t think this would get so much attention.   For those who disagree, I can only say that everyone has their problem. If you don’t get the chance to face such a thing, be grateful. Remember, sometimes what you throw in the garbage is something that someone wishes ever to have.” – ElZee, Quora   Profits from free accurate cryptos signals: https://www.predictmag.com/    
    • The good thing i had noticed so far is that the traderpot value is also on the rise..
    • yup its a gradual rollout the right way in my opinion, its really good and its exciting for the sto in 2027
    • there is no avoiding loses to be honest, its just how the market is. you win some and hopefully more, but u do lose some. 
×
×
  • Create New...

Important Information

By using this site, you agree to our Terms of Use.