Fully automated futures trading

Elder · Oct 7, 2022

globalarbtrader said:
Might as well have a proper update. Cumulated, non compounded returns:

So still a great calendar year, but basically flat on the UK financial year I use for my accounting period. Since long only stuff has got smashed in that period as well, I'm expecting my financial year to not be that great, although I'm hoping I will gain some from holding non GBP assets, and having a bias to value stocks.

My expected futures risk is still pretty low, so as I said a fair bit of my P&L in the last couple of weeks has come from the GBP messing around. I'll save my feelings on the current government for twitter (TLDR - not favourable).

I won't bother posting any more details, since you can look at my reports page. Suggestions for more reports always welcome.

Looking back at my last update, my to list looked like this with comments in bold:

- refurbishing an old bike done
- trying to get a bit more exercise ongoing, going for a bike ride when I've posted this
- baiting crypto people on twitter this mission will never be complete
- finish the official first draft of my new book, including the appendix done, met the deadline
- working my way through the list of issues and enhancements on pysystemtrade finished the backlog though there's always more to do
- writing up code and spreadsheets to accompany the book not started
- doing several rounds of proofreading ping pong with my editor in progress
- implement intraday mean reversion abandoned: see below
- adding new markets in progress

The new book has reached the 'final' proofreading stage where I'm looking at the actual form of the book rather than a word document, so I basically have a 632 page pdf to go through with a fine toothcomb over the next few weeks.

(That's 632 pages without the index; it will probably weigh in at about 650 pages - over twice the length of my previous books on trading - smart portfolios was a little longer, clocking in at ~530 pages),

The other big job I've barely started, but will have to crack on with next, is the production of code and spreadsheets to accompany the book. Different from my previous books, these will be behind a 'pay wall' accessible only to purchasers of the book. I have until the book comes out to do this, which is about 5.5 months away still (the worst length for a deadline - it's hard to motivate yourself to do it when it's so far away). However I am teaching again in January, so it would be good to finish that task before December, or at least get a good chunk of it done. So that will be the priority once the proofreading is done.

I noted a few months ago that I'd be implementing the intraday mean reversion system from the book. I did write some code and even did a couple of test trades. However ultimately I decided it would not be a good use of my limited capital, as this sort of strategy isn't amenable to dynamic optimisation (there are more complex optimisation schemes under which you could trade both this strategy and a DO style system, but I will need to spend a lot of time thinking about them, and I'd be concerned about them adding very much for a lot of extra operational risk). It's unlikely I'd gain additional SR by reallocating from my DO strategy to an MR strategy with just a few markets, even if the latter has a higher expected SR per instrument.

It looks like then, for the forseeable future, that I will be sticking with a single system. I will probably add some new trading rules at some point (perhaps even one that tries to capture some of the effect that the intraday system is aiming for), but broadly speaking I can't see any major changes on the horizon.

I decided then to pivot to adding new markets, as this is a task which goes quite well alongside proofreading as it's mostly mindless and mechanical, and there are limits as to how much you can do in a single day (primarily because you die of boredom, and also because I'm downloading data through a barchart subscription that limits me to 100 tickers a day). I'd say there are only around 20 or so markets in the pipeline which will actually be tradeable and add some reasonable diversification.

Once I have those 20 markets, it will be a good opportunity to go through all my markets, checking costs and slippage assumptions, and getting a set of instrument weights that I expect I will be sticking with for a while to come.

After the book comes out in April I expect to spend most of my time on pysystemtrade, doing a proper tidy up of code conventions, documentation and generally doing a long overdue clean up.

So as you can see, the next few months are very much about tying up loose ends and tidying up.

Rob
More...

FWIW - not completely different compounded equity curve to date, with not nearly as impressive SR of 1.35. Holding 40 instruments and current capital just north of $1M. My 'large trader' position of Micro Ether (>25 cts) has now contributed $100.

wopr · Oct 7, 2022

Kernfusion said:
was kind of looking forward to that one, but was also concerned that because both trend and MR can't be traded on the same instruments it might require duplication of capital.. hmm.. Hope there's still some potential there, as this seems really promising theoretically..
More...

Yeah, same, was also looking forward to that one.
I think at some point on TTU podcast Rob mentioned the idea of trade netting and that that's how it could be incorporated into the trend system, but perhaps I got it wrong. I realize that would require intraday data and some additional infra, but from the equity curves Rob posted on Twitter, sounded like it was worth it

Bellum-romanum · Oct 12, 2022

Curious about how to handle JPY. BoJ has drawn a line in the sand at 145 USD/JPY - and has defended that line once. So, there seems to exist ceiling for this instrument.

The rate is now at 146,49 and BoJ could intervene and push the rate down a percentage or two.

My system is short JPY and I am thinking I should set JPY as non tradeable given the small chance of upside relative to flat / downside move?

How are others thinking / handling this?

younggotti · Oct 12, 2022

There were tons of lines in the sand (CHF peg to EUR, zero floor for oil prices or interest rates) that were violated even in the recent past. Personally, as a systematic trader I would stick to the rules.

globalarbtrader · Oct 12, 2022

Bellum-romanum said:
Curious about how to handle JPY. BoJ has drawn a line in the sand at 145 USD/JPY - and has defended that line once. So, there seems to exist ceiling for this instrument.

The rate is now at 146,49 and BoJ could intervene and push the rate down a percentage or two.

My system is short JPY and I am thinking I should set JPY as non tradeable given the small chance of upside relative to flat / downside move?

How are others thinking / handling this?
More...

If the vol gets low enough then various position limits I have will kick in automatically and my system would close my position. This is what happened with eurchf.

Rob

lore · Oct 12, 2022

Hello all! I've been working to get the dynamic system up and running in a paper trading account with a meager degree of coding knowledge. I've been able to solve most of my isues so far, but I have a question about trading hours in the US that I'm stuck on.

I live in EST. I have the system getting daily price updates and run_system and strategy order generator around 2000-2100, then stack handler runs at midnight. I noticed that it sends all the orders pretty much immediately. I assume this is fine for some markets like OSE and SGX but wouldn't it be better to place the US market trades later in the morning when volume is higher? Does the system do this automatically and, if so, am I missing a config option somewhere? I did catch the GMT_offset in defaults.yaml and changed it to -5 for EST.

Also, are there others in EST or in US who can share their timings for running the order generator and stack handler?

Thanks in advance for your help.

HobbyTrading · Oct 12, 2022

lore said:
Hello all! I've been working to get the dynamic system up and running in a paper trading account with a meager degree of coding knowledge. I've been able to solve most of my isues so far, but I have a question about trading hours in the US that I'm stuck on.

I live in EST. I have the system getting daily price updates and run_system and strategy order generator around 2000-2100, then stack handler runs at midnight. I noticed that it sends all the orders pretty much immediately. I assume this is fine for some markets like OSE and SGX but wouldn't it be better to place the US market trades later in the morning when volume is higher? Does the system do this automatically and, if so, am I missing a config option somewhere? I did catch the GMT_offset in defaults.yaml and changed it to -5 for EST.

Also, are there others in EST or in US who can share their timings for running the order generator and stack handler?

Thanks in advance for your help.
More...

Have you written your own code, or are you using Rob's software on github (pysystemtrade)?

globalarbtrader · Oct 12, 2022

lore said:
Hello all! I've been working to get the dynamic system up and running in a paper trading account with a meager degree of coding knowledge. I've been able to solve most of my isues so far, but I have a question about trading hours in the US that I'm stuck on.

I live in EST. I have the system getting daily price updates and run_system and strategy order generator around 2000-2100, then stack handler runs at midnight. I noticed that it sends all the orders pretty much immediately. I assume this is fine for some markets like OSE and SGX but wouldn't it be better to place the US market trades later in the morning when volume is higher? Does the system do this automatically and, if so, am I missing a config option somewhere? I did catch the GMT_offset in defaults.yaml and changed it to -5 for EST.

Also, are there others in EST or in US who can share their timings for running the order generator and stack handler?

Thanks in advance for your help.
More...

Sounds like you're running pysystemtrade.

I think the problem is that we're using IB's definition of liquid trading hours for a given contract, which in some cases if the thing trades on GLOBEX is pretty much 24 hours. To get round this I use 'conservative' trading hours, eg for US EST markets I only trade between 1400 and 2000 GMT / UTC (of course if a contract isn't liquid for all of those hours, I use the contract hours). However I just looked at the code very quickly and I don't think this will apply if you aren't in UTC (the GMT_offset isn't something I put in the code, as I obviously don't use it).

Here is the key code:

Code:

sysbrokers/IB/ib_trading_hours.py
def get_conservative_trading_time_for_time_zone(time_zone_id: str) -> openingTimesAnyDay:
    # ALthough many things are liquid all day, we want to be conservative
    # confusingly, IB seem to have changed their time zone codes in 2020
    # times returned are in UTC

    start_times = {
        ## US
        "CST (Central Standard Time)": 15,
        "US/Central": 15,
        "CST": 15,

        "EST (Eastern Standard Time)": 14,
        "US/Eastern": 14,
        "EST": 14,

        ## UK
        "GB-Eire": 9,
        "": 9,

        ## Middle European
        "MET (Middle Europe Time)": 8,
        "MET": 8,

        ## Asia
        "JST (Japan Standard Time)": 1,
        "JST": 1,
        "Japan": 1,
        "Hongkong": 1,

    }

    end_times = {
        ## US
        "CST (Central Standard Time)": 20,
        "US/Central": 20,
        "CST": 20,

        "EST (Eastern Standard Time)": 19,
        "US/Eastern": 19,
        "EST": 19,

        ## UK
        "GB-Eire": 16,
        "": 16,

        ## Middle European
        "MET (Middle Europe Time)": 15,
        "MET": 15,

        ## Asia
        "JST (Japan Standard Time)": 6,
        "JST": 6,
        "Japan": 6,
        "Hongkong": 6,
    }

To see what the valid opening hours are:

Code:

linux bash>
~/pysystemtrade/sysproduction/linux/scripts$ . interactive_diagnostics



INTERACTIVE DIAGONSTICS


0: backtest objects
1: View instrument configuration
2: logs, emails, and errors
3: View prices
4: View capital
5: View positions & orders
6: Reports


Your choice? <RETURN for EXIT> 1
10: View instrument configuration data
11: View contract configuration data
12: View trading hours for all instruments


Your choice? <RETURN for Back> 12

AEX                 : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
AEX_mini            : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
ALUMINIUM           : 11/10 14:00 to 11/10 19:00 (5.0 hours) 12/10 14:00 to 12/10 19:00 (5.0 hours) 13/10 14:00 to 13/10 19:00 (5.0 hours)
AUD                 : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
AUDJPY              : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
AUD_micro           : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
BBCOMM              : 11/10 15:15 to 11/10 18:30 (3.2 hours) 12/10 15:15 to 12/10 18:30 (3.2 hours) 13/10 15:15 to 13/10 18:30 (3.2 hours)
BITCOIN             : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
BOBL                : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
BONO                : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
BOVESPA             : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
BRE                 : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
BRENT-LAST          : 11/10 14:00 to 11/10 19:00 (5.0 hours) 12/10 14:00 to 12/10 19:00 (5.0 hours) 13/10 14:00 to 13/10 19:00 (5.0 hours)
BTP                 : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
BTP3                : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
BUND                : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
BUTTER              : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
BUXL                : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
CAC                 : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
CAD                 : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
CAD_micro           : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
CH10                : 12/10 08:30 to 12/10 15:00 (6.5 hours) 13/10 08:30 to 13/10 15:00 (6.5 hours) 14/10 08:30 to 14/10 15:00 (6.5 hours)
CHEESE              : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
CHF                 : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
CHFJPY              : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
CHF_micro           : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
CLP                 : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
CNH                 : 12/10 01:25 to 12/10 06:00 (4.6 hours) 13/10 01:25 to 13/10 06:00 (4.6 hours) 14/10 01:25 to 14/10 06:00 (4.6 hours)
CNH-onshore         : 12/10 01:25 to 12/10 06:00 (4.6 hours) 13/10 01:25 to 13/10 06:00 (4.6 hours) 14/10 01:25 to 14/10 06:00 (4.6 hours)
COPPER              : 11/10 14:00 to 11/10 19:00 (5.0 hours) 12/10 14:00 to 12/10 19:00 (5.0 hours) 13/10 14:00 to 13/10 19:00 (5.0 hours)
COPPER-micro        : 11/10 14:00 to 11/10 19:00 (5.0 hours) 12/10 14:00 to 12/10 19:00 (5.0 hours) 13/10 14:00 to 13/10 19:00 (5.0 hours)
COPPER-mini         : 11/10 14:00 to 11/10 19:00 (5.0 hours) 12/10 14:00 to 12/10 19:00 (5.0 hours) 13/10 14:00 to 13/10 19:00 (5.0 hours)
CORN                : 11/10 15:30 to 11/10 18:20 (2.8 hours) 12/10 15:30 to 12/10 18:20 (2.8 hours) 13/10 15:30 to 13/10 18:20 (2.8 hours)
CORN_mini           : 11/10 15:30 to 11/10 18:45 (3.2 hours) 12/10 15:30 to 12/10 18:45 (3.2 hours) 13/10 15:30 to 13/10 18:45 (3.2 hours)
COTTON              : 11/10 14:00 to 11/10 19:00 (5.0 hours) 12/10 14:00 to 12/10 19:00 (5.0 hours) 13/10 14:00 to 13/10 19:00 (5.0 hours)
CRUDE_W             : 11/10 14:00 to 11/10 19:00 (5.0 hours) 12/10 14:00 to 12/10 19:00 (5.0 hours) 13/10 14:00 to 13/10 19:00 (5.0 hours)
CRUDE_W_micro       : 11/10 14:00 to 11/10 19:00 (5.0 hours) 12/10 14:00 to 12/10 19:00 (5.0 hours) 13/10 14:00 to 13/10 19:00 (5.0 hours)
CRUDE_W_mini        : 11/10 14:00 to 11/10 19:00 (5.0 hours) 12/10 14:00 to 12/10 19:00 (5.0 hours) 13/10 14:00 to 13/10 19:00 (5.0 hours)
CZK                 : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
DAX                 : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
DJSTX-SMALL         : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
DOW                 : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
DOW_mini            : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
EDOLLAR             : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
ETHANOL             : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
ETHER-micro         : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
ETHEREUM            : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
EU-AUTO             : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-BANKS            : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-BASIC            : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-CHEM             : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-CONSTRUCTION     : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-DIV30            : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-DJ-OIL           : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-DJ-TECH          : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-DJ-TELECOM       : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-DJ-UTIL          : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-FOOD             : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-HEALTH           : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-HOUSE            : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-INSURE           : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-MEDIA            : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-MID              : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-OIL              : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-REALESTATE       : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-RETAIL           : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-TECH             : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-TRAVEL           : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-UTILS            : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EUR                 : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
EURAUD              : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
EURCAD              : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
EURCHF              : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
EURIBOR             : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EURO600             : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EUROSTX             : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EUROSTX-LARGE       : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EUROSTX-SMALL       : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EUROSTX200-LARGE    : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EUR_micro           : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
EUR_mini            : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
FED                 : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
FEEDCOW             : 11/10 15:30 to 11/10 18:05 (2.6 hours) 12/10 15:30 to 12/10 18:05 (2.6 hours) 13/10 15:30 to 13/10 18:05 (2.6 hours)
FTSECHINAA          : 12/10 03:00 to 12/10 06:00 (3.0 hours) 13/10 03:00 to 13/10 06:00 (3.0 hours) 14/10 03:00 to 14/10 06:00 (3.0 hours)
FTSECHINAH          : 12/10 03:00 to 12/10 06:00 (3.0 hours) 13/10 03:00 to 13/10 06:00 (3.0 hours) 14/10 03:00 to 14/10 06:00 (3.0 hours)
FTSEINDO            : 12/10 03:00 to 12/10 06:00 (3.0 hours) 13/10 03:00 to 13/10 06:00 (3.0 hours) 14/10 03:00 to 14/10 06:00 (3.0 hours)
FTSETAIWAN          : 12/10 02:45 to 12/10 05:50 (3.1 hours) 13/10 02:45 to 13/10 05:50 (3.1 hours) 14/10 02:45 to 14/10 05:50 (3.1 hours)
GAS-LAST            : 11/10 14:00 to 11/10 19:00 (5.0 hours) 12/10 14:00 to 12/10 19:00 (5.0 hours) 13/10 14:00 to 13/10 19:00 (5.0 hours)
GASOILINE           : 11/10 14:00 to 11/10 19:00 (5.0 hours) 12/10 14:00 to 12/10 19:00 (5.0 hours) 13/10 14:00 to 13/10 19:00 (5.0 hours)
GASOILINE_micro     : 11/10 14:00 to 11/10 19:00 (5.0 hours) 12/10 14:00 to 12/10 19:00 (5.0 hours) 13/10 14:00 to 13/10 19:00 (5.0 hours)
GAS_US              : 11/10 14:00 to 11/10 19:00 (5.0 hours) 12/10 14:00 to 12/10 19:00 (5.0 hours) 13/10 14:00 to 13/10 19:00 (5.0 hours)
GAS_US_mini         : 11/10 14:00 to 11/10 19:00 (5.0 hours) 12/10 14:00 to 12/10 19:00 (5.0 hours) 13/10 14:00 to 13/10 19:00 (5.0 hours)
GBP                 : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
GBPCHF              : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
GBPEUR              : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
GBPJPY              : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
GBP_micro           : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
GOLD                : 11/10 14:00 to 11/10 19:00 (5.0 hours) 12/10 14:00 to 12/10 19:00 (5.0 hours) 13/10 14:00 to 13/10 19:00 (5.0 hours)
GOLD-mini           : 11/10 14:00 to 11/10 19:00 (5.0 hours) 12/10 14:00 to 12/10 19:00 (5.0 hours) 13/10 14:00 to 13/10 19:00 (5.0 hours)
GOLD_micro          : 11/10 14:00 to 11/10 19:00 (5.0 hours) 12/10 14:00 to 12/10 19:00 (5.0 hours) 13/10 14:00 to 13/10 19:00 (5.0 hours)
HEATOIL             : 11/10 14:00 to 11/10 19:00 (5.0 hours) 12/10 14:00 to 12/10 19:00 (5.0 hours) 13/10 14:00 to 13/10 19:00 (5.0 hours)
INR                 : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
IRON                : 12/10 01:25 to 12/10 06:00 (4.6 hours) 13/10 01:25 to 13/10 06:00 (4.6 hours) 14/10 01:25 to 14/10 06:00 (4.6 hours)
IRS                 : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
JGB                 : 12/10 01:45 to 12/10 02:02 (0.3 hours) 12/10 05:30 to 12/10 06:00 (0.5 hours) 13/10 01:45 to 13/10 02:02 (0.3 hours)
JGB-SGX-mini        : 12/10 01:25 to 12/10 06:00 (4.6 hours) 13/10 01:25 to 13/10 06:00 (4.6 hours) 14/10 01:25 to 14/10 06:00 (4.6 hours)
JGB-mini            : 12/10 01:45 to 12/10 02:02 (0.3 hours) 12/10 05:30 to 12/10 06:00 (0.5 hours) 13/10 01:45 to 13/10 02:02 (0.3 hours)
JP-REALESTATE       : 12/10 01:45 to 12/10 06:00 (4.2 hours) 13/10 01:45 to 13/10 06:00 (4.2 hours) 14/10 01:45 to 14/10 06:00 (4.2 hours)
JPY                 : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
JPY_mini            : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
KOSDAQ              : 12/10 02:00 to 12/10 06:00 (4.0 hours) 13/10 02:00 to 13/10 06:00 (4.0 hours) 14/10 02:00 to 14/10 06:00 (4.0 hours)
KOSPI               : 12/10 02:00 to 12/10 06:00 (4.0 hours) 13/10 02:00 to 13/10 06:00 (4.0 hours) 14/10 02:00 to 14/10 06:00 (4.0 hours)
KOSPI_mini          : 12/10 02:00 to 12/10 06:00 (4.0 hours) 13/10 02:00 to 13/10 06:00 (4.0 hours) 14/10 02:00 to 14/10 06:00 (4.0 hours)
KR10                : 12/10 02:00 to 12/10 06:00 (4.0 hours) 13/10 02:00 to 13/10 06:00 (4.0 hours) 14/10 02:00 to 14/10 06:00 (4.0 hours)
KR3                 : 12/10 02:00 to 12/10 06:00 (4.0 hours) 13/10 02:00 to 13/10 06:00 (4.0 hours) 14/10 02:00 to 14/10 06:00 (4.0 hours)
KRWUSD              : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
KRWUSD_mini         : 12/10 01:25 to 12/10 06:00 (4.6 hours) 13/10 01:25 to 13/10 06:00 (4.6 hours) 14/10 01:25 to 14/10 06:00 (4.6 hours)
LEANHOG             : 11/10 15:30 to 11/10 18:05 (2.6 hours) 12/10 15:30 to 12/10 18:05 (2.6 hours) 13/10 15:30 to 13/10 18:05 (2.6 hours)
LIVECOW             : 11/10 15:30 to 11/10 18:05 (2.6 hours) 12/10 15:30 to 12/10 18:05 (2.6 hours) 13/10 15:30 to 13/10 18:05 (2.6 hours)
LUMBER              : 11/10 16:00 to 11/10 20:00 (4.0 hours) 12/10 16:00 to 12/10 20:00 (4.0 hours) 13/10 16:00 to 13/10 20:00 (4.0 hours)
MILK                : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
MILKDRY             : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
MILKWET             : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
MSCIASIA            : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
MSCISING            : 12/10 02:30 to 12/10 06:00 (3.5 hours) 13/10 02:30 to 13/10 06:00 (3.5 hours) 14/10 02:30 to 14/10 06:00 (3.5 hours)
MUMMY               : 12/10 01:45 to 12/10 06:00 (4.2 hours) 13/10 01:45 to 13/10 06:00 (4.2 hours) 14/10 01:45 to 14/10 06:00 (4.2 hours)
MXP                 : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
NASDAQ              : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
NASDAQ_micro        : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
NIFTY               : 12/10 03:00 to 12/10 06:00 (3.0 hours) 13/10 03:00 to 13/10 06:00 (3.0 hours) 14/10 03:00 to 14/10 06:00 (3.0 hours)
NIKKEI              : 12/10 01:45 to 12/10 06:00 (4.2 hours) 13/10 01:45 to 13/10 06:00 (4.2 hours) 14/10 01:45 to 14/10 06:00 (4.2 hours)
NIKKEI400           : 12/10 01:45 to 12/10 06:00 (4.2 hours) 13/10 01:45 to 13/10 06:00 (4.2 hours) 14/10 01:45 to 14/10 06:00 (4.2 hours)
NOK                 : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
NZD                 : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
OAT                 : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
OATIES              : 11/10 15:30 to 11/10 18:20 (2.8 hours) 12/10 15:30 to 12/10 18:20 (2.8 hours) 13/10 15:30 to 13/10 18:20 (2.8 hours)
OMX                 : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
PALLAD              : 11/10 14:00 to 11/10 19:00 (5.0 hours) 12/10 14:00 to 12/10 19:00 (5.0 hours) 13/10 14:00 to 13/10 19:00 (5.0 hours)
PLAT                : 11/10 14:00 to 11/10 19:00 (5.0 hours) 12/10 14:00 to 12/10 19:00 (5.0 hours) 13/10 14:00 to 13/10 19:00 (5.0 hours)
R1000               : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
REDWHEAT            : 11/10 15:30 to 11/10 18:20 (2.8 hours) 12/10 15:30 to 12/10 18:20 (2.8 hours) 13/10 15:30 to 13/10 18:20 (2.8 hours)
RICE                : 11/10 15:30 to 11/10 18:20 (2.8 hours) 12/10 15:30 to 12/10 18:20 (2.8 hours) 13/10 15:30 to 13/10 18:20 (2.8 hours)
RUR                 : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
RUSSELL             : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
RUSSELL_mini        : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
SEK                 : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
SGD                 : 12/10 01:25 to 12/10 06:00 (4.6 hours) 13/10 01:25 to 13/10 06:00 (4.6 hours) 14/10 01:25 to 14/10 06:00 (4.6 hours)
SGD_mini            : 12/10 01:25 to 12/10 06:00 (4.6 hours) 13/10 01:25 to 13/10 06:00 (4.6 hours) 14/10 01:25 to 14/10 06:00 (4.6 hours)
SGX                 : 12/10 02:30 to 12/10 06:00 (3.5 hours) 13/10 02:30 to 13/10 06:00 (3.5 hours) 14/10 02:30 to 14/10 06:00 (3.5 hours)
SHATZ               : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
SILVER              : 11/10 14:00 to 11/10 19:00 (5.0 hours) 12/10 14:00 to 12/10 19:00 (5.0 hours) 13/10 14:00 to 13/10 19:00 (5.0 hours)
SMI                 : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
SMI-MID             : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
SOFR                : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
SOYBEAN             : 11/10 15:30 to 11/10 18:20 (2.8 hours) 12/10 15:30 to 12/10 18:20 (2.8 hours) 13/10 15:30 to 13/10 18:20 (2.8 hours)
SOYBEAN_mini        : 11/10 15:30 to 11/10 18:45 (3.2 hours) 12/10 15:30 to 12/10 18:45 (3.2 hours) 13/10 15:30 to 13/10 18:45 (3.2 hours)
SOYMEAL             : 11/10 15:30 to 11/10 18:20 (2.8 hours) 12/10 15:30 to 12/10 18:20 (2.8 hours) 13/10 15:30 to 13/10 18:20 (2.8 hours)
SOYOIL              : 11/10 15:30 to 11/10 18:20 (2.8 hours) 12/10 15:30 to 12/10 18:20 (2.8 hours) 13/10 15:30 to 13/10 18:20 (2.8 hours)
SP400               : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
SP500               : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
SP500_micro         : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
TOPIX               : 12/10 01:45 to 12/10 06:00 (4.2 hours) 13/10 01:45 to 13/10 06:00 (4.2 hours) 14/10 01:45 to 14/10 06:00 (4.2 hours)
US-DISCRETE         : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
US-ENERGY           : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
US-FINANCE          : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
US-HEALTH           : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
US-INDUSTRY         : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
US-MATERIAL         : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
US-PROPERTY         : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
US-REALESTATE       : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
US-STAPLES          : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
US-TECH             : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
US-UTILS            : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
US10                : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
US10U               : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
US2                 : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
US20                : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
US3                 : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
US30                : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
US5                 : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
USIRS10             : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
USIRS5              : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
USIRS5ERIS          : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
V2X                 : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
VIX                 : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
VIX_mini            : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)
VNKI                : 12/10 02:00 to 12/10 06:00 (4.0 hours) 13/10 02:00 to 13/10 06:00 (4.0 hours) 14/10 02:00 to 14/10 06:00 (4.0 hours)
WHEAT               : 11/10 15:30 to 11/10 18:20 (2.8 hours) 12/10 15:30 to 12/10 18:20 (2.8 hours) 13/10 15:30 to 13/10 18:20 (2.8 hours)
WHEAT_mini          : 11/10 15:30 to 11/10 18:45 (3.2 hours) 12/10 15:30 to 12/10 18:45 (3.2 hours) 13/10 15:30 to 13/10 18:45 (3.2 hours)
YENEUR              : 11/10 15:00 to 11/10 20:00 (5.0 hours) 12/10 15:00 to 12/10 20:00 (5.0 hours) 13/10 15:00 to 13/10 20:00 (5.0 hours)

Rob

globalarbtrader · Oct 12, 2022

Bellum-romanum said:
Curious about how to handle JPY. BoJ has drawn a line in the sand at 145 USD/JPY - and has defended that line once. So, there seems to exist ceiling for this instrument.

The rate is now at 146,49 and BoJ could intervene and push the rate down a percentage or two.

My system is short JPY and I am thinking I should set JPY as non tradeable given the small chance of upside relative to flat / downside move?

How are others thinking / handling this?
More...

globalarbtrader said:
If the vol gets low enough then various position limits I have will kick in automatically and my system would close my position. This is what happened with eurchf.

Rob
More...

Just had a quick look - JPYUSD vol is still pretty high, over 7% a year annualised. Right now it doesn't look like EURCHF did in 2015 - a currency with extremely low vol (was less than 1% a year) that is bumping along a pegged value. That situation might develop, but we aren't there yet. I have no plans to do anything about JPYUSD - in fact if you hadn't mentioned it I wouldn't even have known about the peg. I have 190 instruments in my dataset now - there is no way I can be bothered to keep up with what is happening in all those markets...

Rob

lore · Oct 12, 2022

Thanks for the reply. Yes, I'm using pysystemntrade. I checked the trading hours and many are indeed almost the entire day. I suppose the system isn't using the get_conservative_trading_time_for_time_zone function? I thought I saw it used when I tried to trace the process but the end result appears to be all valid trading hours?

I pasted the output below. Hopefully it formats well.

Code:

AEX                 : 11/10 13:35 to 11/10 15:00 (1.4 hours) 12/10 08:00 to 12/10 11:30 (3.5 hours) 12/10 13:35 to 12/10 15:00 (1.4 hours)
ALUMINIUM           : 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours) 13/10 19:00 to 14/10 16:00 (21.0 hours)
AUD                 : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
BBCOMM              :
BITCOIN             : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
BOBL                : 11/10 21:15 to 12/10 15:00 (17.8 hours) 12/10 21:15 to 13/10 15:00 (17.8 hours) 13/10 21:15 to 14/10 15:00 (17.8 hours)
BONO                : 12/10 08:00 to 12/10 12:00 (4.0 hours) 13/10 08:00 to 13/10 12:00 (4.0 hours) 14/10 08:00 to 14/10 12:00 (4.0 hours)
BOVESPA             : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 15:00 (20.0 hours)
BRE                 : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
BRENT-LAST          : 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours) 13/10 19:00 to 14/10 16:00 (21.0 hours)
BTP                 : 12/10 08:00 to 12/10 12:00 (4.0 hours) 13/10 08:00 to 13/10 12:00 (4.0 hours) 14/10 08:00 to 14/10 12:00 (4.0 hours)
BTP3                : 12/10 08:00 to 12/10 12:00 (4.0 hours) 13/10 08:00 to 13/10 12:00 (4.0 hours) 14/10 08:00 to 14/10 12:00 (4.0 hours)
BUND                : 11/10 21:15 to 12/10 15:00 (17.8 hours) 12/10 21:15 to 13/10 15:00 (17.8 hours) 13/10 21:15 to 14/10 15:00 (17.8 hours)
BUTTER              : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
BUXL                : 11/10 21:15 to 12/10 15:00 (17.8 hours) 12/10 21:15 to 13/10 15:00 (17.8 hours) 13/10 21:15 to 14/10 15:00 (17.8 hours)
CAC                 : 11/10 13:35 to 11/10 15:00 (1.4 hours) 12/10 08:00 to 12/10 11:30 (3.5 hours) 12/10 13:35 to 12/10 15:00 (1.4 hours)
CAD                 : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
CAD_micro           : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
CH10                : 12/10 08:00 to 12/10 10:00 (2.0 hours) 13/10 08:00 to 13/10 10:00 (2.0 hours) 14/10 08:00 to 14/10 10:00 (2.0 hours)
CHEESE              : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
CHF                 : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
CHF_micro           : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
CLP                 : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
CNH                 : 11/10 20:25 to 12/10 05:00 (8.6 hours) 12/10 20:25 to 13/10 05:00 (8.6 hours) 13/10 20:25 to 14/10 05:00 (8.6 hours)
CNH-onshore         : 11/10 20:25 to 12/10 05:00 (8.6 hours) 12/10 20:25 to 13/10 05:00 (8.6 hours) 13/10 20:25 to 14/10 05:00 (8.6 hours)
COPPER              : 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours) 13/10 19:00 to 14/10 16:00 (21.0 hours)
COPPER-micro        : 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours) 13/10 19:00 to 14/10 16:00 (21.0 hours)
COPPER-mini         : 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours) 13/10 19:00 to 14/10 16:00 (21.0 hours)
CORN                : 10/10 21:00 to 11/10 07:45 (10.8 hours) 11/10 21:00 to 12/10 07:45 (10.8 hours) 12/10 21:00 to 13/10 07:45 (10.8 hours)
CORN_mini           : 10/10 21:00 to 11/10 07:45 (10.8 hours) 11/10 21:00 to 12/10 07:45 (10.8 hours) 12/10 21:00 to 13/10 07:45 (10.8 hours)
COTTON              : 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours) 13/10 19:00 to 14/10 16:00 (21.0 hours)
CRUDE_W             : 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours) 13/10 19:00 to 14/10 16:00 (21.0 hours)
CRUDE_W_micro       : 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours) 13/10 19:00 to 14/10 16:00 (21.0 hours)
CRUDE_W_mini        : 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours) 13/10 19:00 to 14/10 16:00 (21.0 hours)
CZK                 : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
DAX                 : 11/10 21:15 to 12/10 15:00 (17.8 hours) 12/10 21:15 to 13/10 15:00 (17.8 hours) 13/10 21:15 to 14/10 15:00 (17.8 hours)
DJSTX-SMALL         : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
DOW                 : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
EDOLLAR             : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
ETHANOL             : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
ETHER-micro         : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
ETHEREUM            : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
EU-AUTO             : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-BANKS            : 11/10 21:15 to 12/10 15:00 (17.8 hours) 12/10 21:15 to 13/10 15:00 (17.8 hours) 13/10 21:15 to 14/10 15:00 (17.8 hours)
EU-BASIC            : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-CHEM             : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-CONSTRUCTION     : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-DIV30            : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-DJ-OIL           : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-DJ-TECH          : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-DJ-TELECOM       : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-DJ-UTIL          : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-FOOD             : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-HEALTH           : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-HOUSE            : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-INSURE           : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-MEDIA            : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-MID              : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-OIL              : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-REALESTATE       : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-RETAIL           : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-TECH             : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-TRAVEL           : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EU-UTILS            : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EUR                 : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
EURCHF              : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
EURIBOR             : 12/10 08:00 to 12/10 12:00 (4.0 hours) 13/10 08:00 to 13/10 12:00 (4.0 hours) 14/10 08:00 to 14/10 12:00 (4.0 hours)
EURO600             : 11/10 21:15 to 12/10 15:00 (17.8 hours) 12/10 21:15 to 13/10 15:00 (17.8 hours) 13/10 21:15 to 14/10 15:00 (17.8 hours)
EUROSTX             : 11/10 21:15 to 12/10 15:00 (17.8 hours) 12/10 21:15 to 13/10 15:00 (17.8 hours) 13/10 21:15 to 14/10 15:00 (17.8 hours)
EUROSTX-LARGE       : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EUROSTX-SMALL       : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EUROSTX200-LARGE    : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
EUR_micro           : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
FED                 : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
FEEDCOW             :
FTSECHINAA          : 11/10 22:00 to 12/10 03:35 (5.6 hours) 12/10 22:00 to 13/10 03:35 (5.6 hours) 13/10 22:00 to 14/10 03:35 (5.6 hours)
FTSECHINAH          : 11/10 22:00 to 12/10 03:35 (5.6 hours) 12/10 22:00 to 13/10 03:35 (5.6 hours) 13/10 22:00 to 14/10 03:35 (5.6 hours)
FTSEINDO            : 11/10 22:00 to 12/10 04:30 (6.5 hours) 12/10 22:00 to 13/10 04:30 (6.5 hours) 13/10 22:00 to 14/10 04:30 (6.5 hours)
FTSETAIWAN          : 11/10 03:15 to 11/10 06:00 (2.8 hours) 11/10 21:45 to 12/10 00:50 (3.1 hours) 12/10 03:15 to 12/10 06:00 (2.8 hours)
GAS-LAST            : 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours) 13/10 19:00 to 14/10 16:00 (21.0 hours)
GAS-PEN             : 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours) 13/10 19:00 to 14/10 16:00 (21.0 hours)
GASOILINE           : 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours) 13/10 19:00 to 14/10 16:00 (21.0 hours)
GAS_US              : 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours) 13/10 19:00 to 14/10 16:00 (21.0 hours)
GAS_US_mini         : 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours) 13/10 19:00 to 14/10 16:00 (21.0 hours)
GBP                 : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
GBPEUR              : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
GBP_micro           : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
GICS                : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
GOLD                : 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours) 13/10 19:00 to 14/10 16:00 (21.0 hours)
GOLD_micro          : 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours) 13/10 19:00 to 14/10 16:00 (21.0 hours)
HEATOIL             : 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours) 13/10 19:00 to 14/10 16:00 (21.0 hours)
INR                 : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
IRON                : 11/10 20:25 to 12/10 06:00 (9.6 hours) 12/10 20:25 to 13/10 06:00 (9.6 hours) 13/10 20:25 to 14/10 06:00 (9.6 hours)
IRS                 : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
JGB                 : 11/10 03:30 to 11/10 06:00 (2.5 hours) 12/10 01:00 to 12/10 01:02 (0.0 hours) 12/10 03:30 to 12/10 06:00 (2.5 hours)
JGB-SGX-mini        : 11/10 20:25 to 12/10 04:15 (7.8 hours) 12/10 20:25 to 13/10 04:15 (7.8 hours) 13/10 20:25 to 14/10 04:15 (7.8 hours)
JP-REALESTATE       : 11/10 04:30 to 11/10 06:00 (1.5 hours) 11/10 20:45 to 12/10 01:15 (4.5 hours) 12/10 04:30 to 12/10 06:00 (1.5 hours)
JPY                 : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
KOSDAQ              : 11/10 21:00 to 12/10 01:45 (4.8 hours) 12/10 21:00 to 13/10 01:45 (4.8 hours) 13/10 21:00 to 14/10 01:45 (4.8 hours)
KOSPI               : 11/10 21:00 to 12/10 01:45 (4.8 hours) 12/10 21:00 to 13/10 01:45 (4.8 hours) 13/10 21:00 to 14/10 01:45 (4.8 hours)
KOSPI_mini          : 11/10 21:00 to 12/10 01:45 (4.8 hours) 12/10 21:00 to 13/10 01:20 (4.3 hours)
KR10                : 11/10 21:00 to 12/10 01:45 (4.8 hours) 12/10 21:00 to 13/10 01:45 (4.8 hours) 13/10 21:00 to 14/10 01:45 (4.8 hours)
KR3                 : 11/10 21:00 to 12/10 01:45 (4.8 hours) 12/10 21:00 to 13/10 01:45 (4.8 hours) 13/10 21:00 to 14/10 01:45 (4.8 hours)
KRWUSD              : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
KRWUSD_mini         : 11/10 20:25 to 12/10 06:00 (9.6 hours) 12/10 20:25 to 13/10 06:00 (9.6 hours) 13/10 20:25 to 14/10 06:00 (9.6 hours)
LEANHOG             :
LIVECOW             :
LUMBER              : 11/10 15:00 to 11/10 15:05 (0.1 hours) 12/10 15:00 to 12/10 15:05 (0.1 hours) 13/10 15:00 to 13/10 15:05 (0.1 hours)
MILK                : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
MILKDRY             : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
MILKWET             : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
MSCIASIA            : 11/10 21:15 to 12/10 15:00 (17.8 hours) 12/10 21:15 to 13/10 15:00 (17.8 hours) 13/10 21:15 to 14/10 15:00 (17.8 hours)
MSCISING            : 11/10 21:30 to 12/10 04:25 (6.9 hours) 12/10 21:30 to 13/10 04:25 (6.9 hours) 13/10 21:30 to 14/10 04:25 (6.9 hours)
MUMMY               : 11/10 04:30 to 11/10 06:00 (1.5 hours) 11/10 20:45 to 12/10 01:15 (4.5 hours) 12/10 04:30 to 12/10 06:00 (1.5 hours)
MXP                 : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
NASDAQ              : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
NASDAQ_micro        : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
NIFTY               : 11/10 22:00 to 12/10 05:15 (7.2 hours) 12/10 22:00 to 13/10 05:15 (7.2 hours) 13/10 22:00 to 14/10 05:15 (7.2 hours)
NIKKEI              : 11/10 04:30 to 11/10 06:00 (1.5 hours) 11/10 20:45 to 12/10 01:15 (4.5 hours) 12/10 04:30 to 12/10 06:00 (1.5 hours)
NIKKEI400           : 11/10 04:30 to 11/10 06:00 (1.5 hours) 11/10 20:45 to 12/10 01:15 (4.5 hours) 12/10 04:30 to 12/10 06:00 (1.5 hours)
NOK                 : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
NZD                 : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
OAT                 : 11/10 21:15 to 12/10 15:00 (17.8 hours) 12/10 21:15 to 13/10 15:00 (17.8 hours) 13/10 21:15 to 14/10 15:00 (17.8 hours)
OATIES              : 10/10 21:00 to 11/10 07:45 (10.8 hours) 11/10 21:00 to 12/10 07:45 (10.8 hours) 12/10 21:00 to 13/10 07:45 (10.8 hours)
OMX                 : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
PALLAD              : 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours) 13/10 19:00 to 14/10 16:00 (21.0 hours)
PLAT                : 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours) 13/10 19:00 to 14/10 16:00 (21.0 hours)
R1000               : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
REDWHEAT            : 10/10 21:00 to 11/10 07:45 (10.8 hours) 11/10 21:00 to 12/10 07:45 (10.8 hours) 12/10 21:00 to 13/10 07:45 (10.8 hours)
RICE                :
RUR                 : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
RUSSELL             : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
SEK                 : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
SGD                 : 11/10 20:25 to 12/10 06:00 (9.6 hours) 12/10 20:25 to 13/10 06:00 (9.6 hours) 13/10 20:25 to 14/10 06:00 (9.6 hours)
SHATZ               : 11/10 21:15 to 12/10 15:00 (17.8 hours) 12/10 21:15 to 13/10 15:00 (17.8 hours) 13/10 21:15 to 14/10 15:00 (17.8 hours)
SILVER              : 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours) 13/10 19:00 to 14/10 16:00 (21.0 hours)
SILVER-mini         : 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours) 13/10 19:00 to 14/10 16:00 (21.0 hours)
SMI                 : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
SMI-MID             : 12/10 08:00 to 12/10 15:00 (7.0 hours) 13/10 08:00 to 13/10 15:00 (7.0 hours) 14/10 08:00 to 14/10 15:00 (7.0 hours)
SOFR                : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
SOYBEAN             : 10/10 21:00 to 11/10 07:45 (10.8 hours) 11/10 21:00 to 12/10 07:45 (10.8 hours) 12/10 21:00 to 13/10 07:45 (10.8 hours)
SOYBEAN_mini        : 10/10 21:00 to 11/10 07:45 (10.8 hours) 11/10 21:00 to 12/10 07:45 (10.8 hours) 12/10 21:00 to 13/10 07:45 (10.8 hours)
SOYMEAL             : 10/10 21:00 to 11/10 07:45 (10.8 hours) 11/10 21:00 to 12/10 07:45 (10.8 hours) 12/10 21:00 to 13/10 07:45 (10.8 hours)
SOYOIL              : 10/10 21:00 to 11/10 07:45 (10.8 hours) 11/10 21:00 to 12/10 07:45 (10.8 hours) 12/10 21:00 to 13/10 07:45 (10.8 hours)
SP400               : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
SP500               : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
SP500_micro         : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
TOPIX               : 11/10 04:30 to 11/10 06:00 (1.5 hours) 11/10 20:45 to 12/10 01:15 (4.5 hours) 12/10 04:30 to 12/10 06:00 (1.5 hours)
US-DISCRETE         : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
US-ENERGY           : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
US-FINANCE          : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
US-HEALTH           : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
US-INDUSTRY         : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
US-MATERIAL         : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
US-PROPERTY         : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
US-REALESTATE       : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
US-STAPLES          : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
US-TECH             : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
US-UTILS            : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
US10                : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
US10U               : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
US2                 : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
US20                : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
US3                 : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
US30                : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
US5                 : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
USIRS10             : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
USIRS5              : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
USIRS5ERIS          : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
V2X                 : 11/10 21:15 to 12/10 15:00 (17.8 hours) 12/10 21:15 to 13/10 15:00 (17.8 hours) 13/10 21:15 to 14/10 15:00 (17.8 hours)
VIX                 : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)
VNKI                : 11/10 21:00 to 12/10 01:15 (4.2 hours) 12/10 04:30 to 12/10 05:00 (0.5 hours) 12/10 21:00 to 13/10 01:15 (4.2 hours)
WHEAT               : 10/10 21:00 to 11/10 07:45 (10.8 hours) 11/10 21:00 to 12/10 07:45 (10.8 hours) 12/10 21:00 to 13/10 07:45 (10.8 hours)
WHEAT_mini          : 10/10 21:00 to 11/10 07:45 (10.8 hours) 11/10 21:00 to 12/10 07:45 (10.8 hours) 12/10 21:00 to 13/10 07:45 (10.8 hours)
YENEUR              : 10/10 19:00 to 11/10 16:00 (21.0 hours) 11/10 19:00 to 12/10 16:00 (21.0 hours) 12/10 19:00 to 13/10 16:00 (21.0 hours)