Speaking of QT here's something of utility for those who use it. A few weeks ago CBOT and CME adopted a similar set of market times, beginning each day at 5:00 PM EST. The default times for both should therefore be "CME Globex" which is of particular consequence if one wishes to, for whatever reasons, use data from the premarket near the start of RTH. Prior to the above start time synchronization, the "CBOT YM" time frame was "different" than the "US Equities" time frame which gave rise to the condition that the former gave its first completed bar of RTH at 9:31 (9:29-9:31) while the latter was as expected, at 9:32 (9:30-9:32). This possibly traumatic set of conditions arose because the CBOT YM time frame used to start at 19:15 and if you work it through, any 2, 4, 8, ... minute bar is going to be shifted 1 minute when comparing CBOT YM to US Equities.
Maybe that's why YM leads ES (ho, ho - just a little early AM levity) but it could explain why sometimes people's YM and ES signals were failing to mesh (however you might wish to interpret that). If you think about it, the prior time asynchrony also meant that the bars changed as you toggled from the old CBOT YM time frame to the US Equities time frame.
There should be no more problems with this as Jerry informs me that the default for YM has now been reset to "CME Globex".
lj
Maybe that's why YM leads ES (ho, ho - just a little early AM levity) but it could explain why sometimes people's YM and ES signals were failing to mesh (however you might wish to interpret that). If you think about it, the prior time asynchrony also meant that the bars changed as you toggled from the old CBOT YM time frame to the US Equities time frame.
There should be no more problems with this as Jerry informs me that the default for YM has now been reset to "CME Globex".
lj
