Below are the market hours for Forex (US/Eastern).
The highest volume / most activity is found during the periods where the markets overlap (seen below). For this reason, these periods are generally considered the best times to trade.
Investor/RT uses DTN premium adjusted continuous contract historical data while other charting products are likely using the raw @ES# continuous contract historical data. The adjusted contract is premium adjusted so that charting of price on front month rollover days is smooth, no discrete gap up that has to do with time premium and little to do with market sentiment. We provide a means to turn off this default behavior in Investor/RT using a configuration variable.
We'll need to create a scan that we'll use to set a T# variable (we'll just use T#1 in our case) to the name of the quotepage (or something close to that name). We'll assume for this example that you have 3 quotepages with names of "GroupA", "GroupB", and "GroupC". The syntax of our scan will be as follows:
SET(T#1, GroupA)
The IB Version now supports improved setup and chart backfill for currency pairs, e.g. EUR.USD, JPY.USD, etc. When adding such instruments via the Setup: Instruments window. choose "Forex" as the security type. IRT automatically sets up the Underlying Symbol and the Currency for the instrument by extracting this information from the ticker symbol, e.g. the ticker EUR.USD results in EUR as Underlying and USD as currency.
When using Interactive Brokers ( IB ) with Investor/RT, there is a simple setup and chart backfill for currency pairs, e.g. EUR.USD, JPY.USD, etc. When adding such instruments via the Setup: Instruments window. choose Forex as the security type. Investor/RT automatically sets up the Underlying Symbol and the Currency for the instrument by extracting this information from the ticker symbol, e.g. the ticker EUR.USD results in EUR as Underlying and USD as currency.