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Question by Peter Jones · Oct 06, 2020 at 04:44 PM · ADL®

ADL Analytics Block - Trading Day Window

What is the trading day window for the analytics block bar data. For instance if I define and interval of 60 (Hourly Bars) for ES DEC 20, what time will the bars be, when does the trading day start and stop. 1 AM UTC, 2 AM UTC, etc...

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Answer by AndrewR · Oct 15, 2020 at 01:44 PM

The trading day window includes the entire time that the contract is open. The Analytics block has a "start_i" output port which is the start time of each bar.


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