Various markets have different times for their trading sessions. Some markets, such as the Bund contract (symbol: DB) traded on Eurex, has only one session. Other markets, such as the E-mini S&P 500 contract (symbol: EP) traded on the CME Globex, has three sessions.
Here are the RTD formulas for each session's open and close times:
=RTD("cqg.rtd", , "ContractData","EP","OpenTime","0") = 17:00
=RTD("cqg.rtd", , "ContractData","EP","CloseTime","0") = 8:30
=RTD("cqg.rtd", , "ContractData","EP","PrimarySessionOpenTime") = 8:30
=RTD("cqg.rtd", , "ContractData","EP","PrimarySessionCloseTime") = 3:15
=RTD("cqg.rtd", , "ContractData","EP","OpenTime","2") = 15:30
=RTD("cqg.rtd", , "ContractData","EP","CloseTime","2") = 16:00
In addition, you can call in the tick size and tick value for a market using these RTD formulas:
=RTD("cqg.rtd", ,"ContractData", "EP", "TickSize")
=RTD("cqg.rtd", ,"ContractData", "EP", "TickValue")
This Excel sample has the above formulas:
