Fully automated futures trading

lore said:
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)
More...

Your best bet is to create a discussion on pysystemtrade, and hopefully there will be someone there who can help. Like I said, it works fine for me, so I can't really reproduce your problem.

Rob
 
hey lore.

There was a discussion that was ongoing for some days about running pysys in different time zones. What came out of it was the GMT_offset parameter. (I remember this feautre addition having a bug fix at one time, so make sure you are running the most recent of pysys.).

I myself am only 1 hour infront of GMT - but I am running in docker containers with system clocks equal to london/Europe to avoid time zone issues.

FYI there is a file specifying when the market should be trading. sysbrokers/IB/ib_trading_hours.py
 
Last edited:
blink18 said:
From today on, mini Lumber (LBR@GLOBEX) is finally available for trading at IB!
More...

A word of warning, this isn't really 'mini Lumber' as it's a different product, so unlike for the other 'minis' there is no arbitrage and the price is different.

Perhaps 'LUMBER-new' is a better name.

Rob
 
globalarbtrader said:
A word of warning, this isn't really 'mini Lumber' as it's a different product, so unlike for the other 'minis' there is no arbitrage and the price is different.

Perhaps 'LUMBER-new' is a better name.

Rob
More...

I had a look at LBR a week or so ago from the eyes of someone looking to include this as a diversifier in a smallish account. I still found the contract to be too large for my liking, my calcs show it to be about the same size as the small silver contract.

So, waiting patiently for (i) more historical data, (ii) more daily volume and (iii) more capital before I start to trade this.

KH
 
@globalarbtrader have you noticed any changes with IB API in the last 8 years that are backward incompatible and resulting in part of your code not working anymore? I mean, does IB always do backward compatible changes with their API or not?
 
Last edited:
blink18 said:
@globalarbtrader have you noticed any changes with IB API in the last 8 years that are backward incompatible and resulting in part of your code not working anymore? I mean, does IB always do backward compatible changes with their API or not?
More...

From memory I had two ocassions of an obvious backward incompatibiity change when I was directly dealing with the API myself. Usually something like a function call requiring an additional compulsory - and also redundant - argument, which is really irritating. Why not just add a default to the signature guys?

Since I've started using ib_insync, though things have become more opaque. Something will stop working, and I'll upgrade both ib_insync and the gateway, and things work again. But whether that's a backward incompatible thing, or just a forced upgrade cycle by IB ('upgrade to this version or we'll stop talking to you'), or something else, I don't know. Since Ewald is a nice guy, I don't think I have seen any instances of ib_insync making backward incompatible changes that have affected my code.

Rob
 
KevinBB said:
I had a look at LBR a week or so ago from the eyes of someone looking to include this as a diversifier in a smallish account. I still found the contract to be too large for my liking, my calcs show it to be about the same size as the small silver contract.

So, waiting patiently for (i) more historical data, (ii) more daily volume and (iii) more capital before I start to trade this.

KH
More...

According to my diagnostic reports the new lumber is doing less than 10 contracts a day, so that would have to change before I considered it.

(Obviously minimum capital probably isn't an issue with DO, except at the limits)

Rob
 
Just got this email from IB:

---

Please note that Interactive Brokers is completing an effort to update and consolidate exchange names where appropriate. When this effort is complete, the following updates will be in effect:
  • GLOBEX and CMECRYPTO will be consolidated to a single exchange, ‘CME’
  • ECBOT will be updated to ‘CBOT’
  • COMEX listed metals (previously reflected as NYMEX) will be updated to exchange ‘COMEX’
  • NYMEX, no change
Given the wide breadth of products involved, we are migrating in four waves based on underlying products:

Key
Effective Trade Date
Products
Wave 1
October 30, 2022
GLOBEX:ZAR, LB, DA, IXE
Wave 2
November 6, 2022
GLOBEX:EMD, BRE, CHF, SOFR3, E7, NKD
CMECRYPTO:BTCEURRR, ETHEURRR, MET
Wave 3
November 13, 2022
GLOBEX:All remaining products
CMECRYPTO:All remaining products
ECBOT:ZO, ZR, 2YY, 30Y
NYMEX:ALI, QI, QC
Wave 4
TBD ECBOT:All remaining products
NYMEX:All remaining "Metal" products

Note: After each migration, GTC orders will be retained. These orders will show the updated exchange name but remain active.
 
blink18 said:
  • COMEX listed metals (previously reflected as NYMEX) will be updated to exchange ‘COMEX’
  • NYMEX, no change
NYMEX:All remaining "Metal" products
More...

so from one perspective it's "NYMEX, no change" from the other all NYMEX "Metal" products should be updated to ‘COMEX’. I hope they will clarify which exact products they mean, currently I do have things like have Gold, Palladium, Platinum under 'NYMEX', I understand they will be moved to COMEX..
 
You must log in or register to reply here.
Back
Top