Traders' Roundtable

Unfortunately the issue here is the way that the exchanges themselves send out end-of-day data.

A "better" way would be for there to be two electronic sessions. One which mirrors the floor session times and an overnight session for all other hours. Where there is no floor session any more, then the ...

Where you should be directing your attention should be the exchanges. They are the one who set the session times.

For example, Sydney Futures Exchange (SFE) operates electronic sessions only. The trading hours are 9:50am through 4:30pm for the day session. Then 5:10pm through 7:00am the next day ...