At what point can/do the Eminis (ES+NQ) go lock limit? Can this only happen during "after hours", or can it occur during the normal 9:30-4:00 session?
You need to do some reading. They can have limit moves during overnight or RTH trading. BTW, the RTH session for the ES runs from 9:15 - 4:15 http://www.cme.com/news/shownews.cfm?NewsItem=00006FC7-9B54-1CA3-B13780EDBEFB0000 and http://www.cme.com/products/index/products_index_pricelimitguide.cfm