I have this problem. I am trying to build a system on daily pivot levels (PP, S1, R1). I downloaded the data from IB TWS for the EUR IDEALPRO symbol. The data is in Central Standard Time and the session ends at 16.00. I don't know why. It seems that the forex session ends when the CME equivalent EUR future ends. However the future starts trading again one hour later. The forex resumes 15 minutes later, at 16.15 CST. In order to calculate the correct pivots I would need tradestation (2000i version) to consider the end of the session at 16.00 like midnight, but at the moment it doesn't do it, and it recalculates pivots at 00.00, which is 8 hours later than I want it. How can I solve this problem please? I've already tried to download the data in a different time format, and that doesn't work. It seems to me that I have to tell tradestation to consider 16.00 like midnight, but probably it's not possible to do it this way. Any advice?