ESTX 50 - main/after hours

Discussion in 'Index Futures' started by TraderD, Aug 16, 2003.

  1. TraderD


    This is still unclear to me:

    When day session (for europe) ends and afterhours session begins?

    It seem that day session is 9:00 a.m. - 5:30 p.m. CET. So the value at 5:30 p.m. CET will be used as historical close for index???

    Dow Jones Euro STOXXSM 50 index: 9:00 a.m. until 8:00 p.m. CET.
  2. There are no separate day and afterhours sessions (not sure where you get 5:30pm CET from!). There is only one continuous 11 hour trading session which runs from 9:00am to 8:00pm Central European Time. The close is therefore the close at 8:00pm
  3. Hi,

    DJ Euro Stoxx 50 Index and DJ Stoxx 50 Index are calculated between 9 a.m. and 8 p.m. CET because the german market, what is a part of these indices, closes at 8 p.m. The german market is the only exception in europe. That's why the futures are traded between 9 am and 8 pm too.

  4. TraderD


    Note: I am interested in closing price of the index. The times I got from^STOXX50E&d=t.

    For example, NQ trades ~24 hours, yet indexes are calculated from 9:00 am - 4:15 pm.
  5. TraderD


    Thanks. This is getting closer. But this conflicts with^STOXX50E&d=t where session is marked from 9 to 5:30.
  6. Hi,

    that's definitely wrong! The last price is correct, but the time is wrong. The attached picture shows the full intraday chart of the Euro Stoxx 50 Index (last friday).


  7. fibo618


    The closing price of the futures is at 20:00 European time.

    The underlying cash price probably has a different settlement price because some of the components will have stopped trading after 17:30 European time.