ESTX 50 - main/after hours

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

  1. TraderD

    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???


    From http://www.eurexchange.com/products/FESX.html:
    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

    http://www.eurexchange.com/products/FESX.html
     
  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.

    bye!
     
  4. TraderD

    TraderD

    Note: I am interested in closing price of the index. The times I got from http://de.finance.yahoo.com/q?s=^STOXX50E&d=t.

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

    TraderD

    Thanks. This is getting closer. But this conflicts with
    http://de.finance.yahoo.com/q?s=^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).

    bye!

    [​IMG]
     
  7. fibo618

    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.