The question that looks simple
What time of day do I trade worst? It sounds like the easiest thing a journal could answer, and it is the one most likely to be quietly wrong.
The reason is that the timestamps in a trade history are not in your timezone, are usually not in UTC, and carry no marker saying which. Every hour-of-day chart built on an import inherits that ambiguity, and none of them mention it.
The two halves of this section
Market context reaches your journal as two separate problems, and confusing them wastes time. One is when a trade happened; the other is what one unit of it was worth.
When — time in your data
Server time — why your statement is stamped in the broker's time, how far off that can be, and what it does to any analysis by hour. This is the practical one: it affects numbers you may already be looking at.
Sessions and overlaps — when the major sessions actually run, why the overlaps matter more than the sessions themselves, and how daylight saving quietly shifts everything twice a year while local opening times stay put.
News windows — which releases actually touch the instrument you hold, why the window matters more than the forecast, and where a prop firm's rule replaces your own judgement.
What a unit is worth
Futures point values — the multiplier table our parser uses to turn a price move into currency, how a ticker like NQH5 decodes, and what happens to your P&L when a contract is not in the table.
What "1" means in the size column — the same quantity column means lots, coins, shares or contracts depending on the platform, and nothing in the file says which.
Rollover and your statistics — why merging NQH5 and NQM5 under one root is correct for almost everything you measure, and the one class of figure it quietly invalidates.
What this section deliberately does not contain
No table of exact opening hours per exchange, no holiday calendar, and no futures roll dates.
Those change — holidays annually, session hours whenever a venue adjusts them, roll timing with wherever volume actually moved that quarter — and a page publishing them without a checked date becomes wrong silently, which is the failure this whole site is built to avoid. Where we eventually publish such data it will carry a date per row, and until then we would rather send you to the venue's own page than repeat a number we have not verified.
The point values on the futures page are here for the opposite reason: they are not a claim about an exchange's schedule but the table our own import applies to your file, so publishing them lets you check a figure we produced rather than take it on trust.
The short version
If you take one thing: before trusting any by-hour analysis, find out what timezone your broker's server runs on. It is usually stated in the platform, in the account details or the market watch. Compare it to your own clock once, write the offset down, and every hour-based statistic you ever read becomes interpretable.
Without that number, "I trade worst at 3pm" is a fact about a server you have never met.