Have a look at http://www.cmegroup.com/trading_hours/fx-hours.html Trading stops at 4 pm central, which correspond to 23.00 (most of the time in the year).
On Sep 24, 8:06 am, Klaus <[email protected]> wrote: > I try to record book data using JBT around the clock. The > implementation relies on JBT > 7.06. I did this for ES / EUR FUT without any flaw. > However, since I try to do this also with EUR FX the problem start. > Recording is fine the whole day, however, each day at around 11pm > (German Time) (11:00 -11:05) data recording stops. JBT shows no > further time change is also shown in the bottom right corner of JBT. > Strangely enough it seems data recording for ES, EUR FUT continues, > according to > the recorded data only EUR FX was discontinued. > This happens every day.. > Here is the EUR FX code I used. > > protected StrategyEURFX(StrategyParams optimizationParams) throws > JBookTraderException { > super(optimizationParams); > // Specify the contract to trade > Contract contract = ContractFactory.makeCashContract("EUR", > "USD"); > // Define trading schedule > TradingSchedule tradingSchedule = new TradingSchedule("0:00", > "23:59", "Europe/Berlin"); > // Not sure about the correct schedule: it is basically around > the clock, but it seesm JBT > // does not allow this. > int multiplier = 1;// contract multiplier > double bidAskSpread = 0.0001; // prevalent spread between best > bid and best ask (a bit on the high side) > Commission commission = > CommissionFactory.getForexCommission(); > setStrategy(contract, tradingSchedule, multiplier, commission, > bidAskSpread); > } > > Any suggestions welcome. > > Thanks > Klaus -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
