Some random and perhaps redundant notes on charting the thin but well behaved OMX Stockholm 30 Index Future with eSignal data feed on Investor /RT software by LinnSoft for trading on pure market data as suggested in the contextual Volume Profile approach of FuturesTrader71.
Thursday, May 16, 2019
Wednesday, April 17, 2019
Thursday, March 14, 2019
Thursday, February 14, 2019
Thursday, January 17, 2019
Tuesday, December 25, 2018
myholidays.txt
#Loading myholidays.txt - Holiday Definition File Expires
January 1, 2021
-
- Session 36. OMX
Stockholm Futures (9 AM - 5:28 PM Mon-Fri)
-
- http://www.nasdaqomxnordic.com/digitalAssets/107/107421_nordic-trading-mousepad_gtms.pdf
-
-YYMMDD
181224,36,Christmas Eve
181225,36,Christmas Day
181226,36,Boxing Day
181231,36,New Year's Eve
190101,36,New Year's Day
190419,36,Good Friday
190422,36,Easter Monday
190501,36,May Day
190530,36,Ascension Day
190621,36,Midsummer Eve
191224,36,Christmas Eve
191225,36,Christmas Day
191226,36,Boxing Day
191231,36,New Year's Eve
200101,36,New Year's Day
200106,36,Epiphany
200410,36,Good Friday
200413,36,Easter Monday
200501,36,May Day
200521,36,Ascension Day
200606,36,National Day
200619,36,Midsummer Eve
201224,36,Christmas Eve
201225,36,Christmas Day
201226,36,Boxing Day
210101,36,New Year's Day
Thursday, December 20, 2018
Thursday, November 15, 2018
Thursday, October 18, 2018
Thursday, September 20, 2018
Thursday, August 16, 2018
Thursday, July 19, 2018
Thursday, June 14, 2018
Thursday, May 17, 2018
Thursday, April 19, 2018
Thursday, March 15, 2018
Thursday, February 15, 2018
Thursday, January 18, 2018
Thursday, December 14, 2017
Thursday, November 16, 2017
Thursday, October 19, 2017
Thursday, September 14, 2017
Thursday, August 17, 2017
Thursday, July 20, 2017
Thursday, June 15, 2017
Thursday, May 18, 2017
Thursday, April 20, 2017
Thursday, March 16, 2017
Thursday, February 16, 2017
Thursday, January 19, 2017
Thursday, December 15, 2016
Thursday, November 17, 2016
Thursday, October 20, 2016
Thursday, September 15, 2016
Thursday, August 18, 2016
Thursday, July 14, 2016
Thursday, June 16, 2016
Thursday, May 19, 2016
Thursday, April 14, 2016
Thursday, March 17, 2016
Thursday, February 18, 2016
Thursday, January 14, 2016
Thursday, December 17, 2015
Thursday, November 19, 2015
Thursday, October 15, 2015
Thursday, September 17, 2015
Thursday, August 20, 2015
Thursday, July 16, 2015
Thursday, June 18, 2015
Saturday, May 16, 2015
1-min data from Dec 17, 2014 equalized/rolled into M5 (OMXS305F 2015-06-18)
OMXS30 M5-OMF (right-click, Save as .txt)
Wednesday, May 13, 2015
Thursday, April 16, 2015
Calendar spread: May 15 2015 vs Apr 17 2015 [-13.50]
April 15 is missing due to a data transmission fiber cut near the OMX Stockholm exchange which apparently only affected eSignal. Rollover is performed one session earlier than usual (3 instead of 2 sessions before expiration) so as to faciliate backfill should the missing data be retreived.
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