Effective Monday, April 5, 2010, a new afternoon pause period will be implemented on CME Globex for CBOT, KCBT and MGEX grain futures. This new pause period will give customers the ability to cancel Good till Cancel (GTC) and Good till Date (GTD) orders after the end of their respective trading sessions. This new pause period will not affect the trading times for the markets as described below:
CBOT and KCBT Grain Futures:
MGEX Grain Futures:
The grain futures post-close/pre-open for entering new GTC and GTD orders will continue to be available 2:30 - 4:00 p.m. CT.
The market state for every instrument on CME Globex is communicated in tag 326-SecurityTradingStatus in the FIX/FAST Security Status message (tag 35-MsgType=f).
Quote vendors may now test this market state transition in New Release by contacting Customer Support for Electronic Trading (CSET) at 312.930.2322.
Contact Market Data Operations (MDO) at firstname.lastname@example.org, if you have any questions concerning this notice. Thank you.
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