For every trading day, the minute the session made its high and its low —
counted across the whole sample.
Every instrument in the tick feed.
Where the day starts changes the answer
These are different questions, not different renderings. On a calendar day an
SHFE day holds the tail of one night session and the start of the next, so its
high and low come from two sessions.
Day starts
At
Days
Median LOW
Median HIGH
LOW middle 50%
HIGH middle 50%
Distribution across the trading session
· times UTC+8
day's HIGH (above)day's LOW (below)market shut
Per day
Date
Low at (UTC+8)
Low
High at (UTC+8)
High
Range %
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Bars are 1-minute closes from the tick feed, session minutes only, on days the feed was live.
Weekends and holidays are excluded — the feed republishes a frozen last price through them.