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» Daily history for 03 July
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| Author | Topic: Daily history for 03 July (3 messages, Page 1 of 1) |
 skunk -DTN Evangelist- Posts: 249 Joined: May 7, 2004 |
Posted: Jul 6, 2009 09:11 AM
Msg. 1 of 3
The markets were closed on July 03 for Independence day. The electronic futures markets were open in the morning -- all trades for settlement July 06 (today). But there appear to be daily bars in the historical downloads dated 03 July for all the electronic futures I use. For example @YMU9, @ESU9, @EUU9. Surely the trades from Friday morning should be reflected in todays daily instead.
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DTN_Steve_S -DTN Guru- Posts: 2096 Joined: Nov 21, 2005 
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Posted: Jul 6, 2009 04:27 PM
Msg. 2 of 3
The message I got back from our Market data group on this is that what you are seeing is correct. All of the contracts with a daily datapoint for July 3rd were settled by the exchange and that it was intended (not a mistake).
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skunk -DTN Evangelist- Posts: 249 Joined: May 7, 2004 |
Posted: Jul 7, 2009 07:40 AM
Msg. 3 of 3
The Globex holiday schedule http://www.cmegroup.com/tools-information/holiday-calendar/files/2009-4th-of-july.pdf seems to clearly state that all trades on 03 July were supposed to be for settlement date 06 July.
Somebody is confused. |
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