RTH | Regular Trading Hours

This describes the session which starts at 8:30:00 AM CT and continues until 3:15 PM CT. This is when the underlying equities of the index I’m trading are open and trading regular volume. I include the last 15 minutes after cash closes as part of the Regular Trading Hours (RTH) session simply because OTC transactions on equities and futures continue to come in at that time, so it provides valid price and volume data.