There are now two ways for displaying trading sessions for the futures contracts and continuous futures from CME Group:
- Electronic Trading Hours (ETH) is the main full session for the instrument, according to its specification;
- Regular Trading Hours (RTH) is a reduced session that displays data between 08:30-15:15 CT.
You can search for new high/low prices, use the Session Volume Profile, and carry out any technical analysis that was previously hindered by bars outside the RTH session. The feature is available to all users regardless of their plan and subscriptions.
- The feature affects the data only in intraday timeframes, the data inside the daily candle is the same for ETH and RTH;
- It is supported by futures and continuous only from COMEX, CME, NYMEX, CBOT exchanges.
If you need daily candles with RTH data, try using 24h candles instead of daily.
We hope you will find the new feature useful.