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This page contains an overview of the data found in the Market Schedule files and information on how to access them. These files provide users with easy automated access to Security Group market schedules and state changes for each Trade Date of the current and all instruments listed on CME Globex, in the New Release and Production environments. The files are available on the cmegroup.com FTP Directory, and on FTP and sFTP CME Group sites. 

Market Schedule files are only offered for futures and options on futures.


Accessing the Market Schedule File

The Market Schedule files are created and published on Sundays and available all week. The files are not refreshed during the week; any mid-week schedule changes will not be reflected. The TradingSessionList.dat files are available at the following locations:

File Layout

The Market Schedule files leverage the FIX TradingSessionList (tag 35-MsgType=BJ) to detail the daily trading schedule for every Security Group (tag 1151-SecurityGroup) with instruments listed on CME Globex.

TAGNameFIX TypeEnumerationDescription
35MsgType
BJTrading Session List
1227ProductComplexString (50)
Informal description of the Security Group, in human-readable format
1300MarketSegmentIDInt (3)
Identifies the market segment on which the Security Group is traded
1151SecurityGroupString (6)
CME Group-defined code assigned to a group of related instruments, which are concurrently affected by market events
580NoDatesInt (3)
Number of trade dates scheduled for the week
→75

→TradeDate

LocalMktDate (9)YYYYMMDDBusiness Trade Date in YYYYMMDD format
→386→NoTradingSessionsInt (2)
Number of scheduled state changes to the Security Group status for the Business Trade Date
→→336→→TradingSessionIDInt (3)

21=Pre-Open

17=Ready to Trade (start of session)

2=Trading Halt (pause)

18=Not available for trading

4=Close

26=Post Close

Identifies the trading status
→→625→→TradingSessionSubIDInt (4)

No Cancel state duration (in seconds)

Only applicable to Pre-Open market state

→→341→→TradSesStartTimeUTC Timestamp
UTC start time of market state at millisecond precision

Example

The following line from the file can be understood as:


35=BJ|1300=60|1227=MID-SIZE MILK Outs|1151=A2|580=5|75=20210426|386=3|336=21|341=20210425210000000000|625=30|336=17|341=20210425220000000000|336=4|341=20210426210000000000|75=20210427|386=3|336=21|341=20210426214500000000|625=30|336=1|341=20210426220000000000|336=4|341=20210427210000000000|75=20210428|386=3|336=21|341=20210427214500000000|625=30|336=17|341=20210427220000000000|336=4|341=20210428210000000000|75=20210429|386=3|336=21|341=20210428214500000000|625=30|336=17|341=20210428220000000000|336=4|341=20210429210000000000|75=20210430|386=3|336=21|341=20210429214500000000|625=30|336=17|341=20210429220000000000|336=4|341=20210430185500000000|
TAGValueMeaning
35BJTrade session list message
130060Security Group is listed on Market Segment 60
1227MID-SIZE MILK OutsSecurity Group contains the mid-size Milk options on futures outrights
1151A2Security Group is "A2"
5805There are 5 trade dates scheduled for the current week
7520210426For trade date April 26, 2021...
3863There are three scheduled market states.
33621The Pre-Open...
34120210425210000000000Begins on April 25, 2021, at 2100 UTC...
62530Followed by a 30 second No Cancel period
33617The Open...
34120210425220000000000Begins on April 25, 2021, at 2200 UTC
3364The Close...
34120210426210000000000Occurs on April 26, 2021, at 2100 UTC
7520210427For trade date April 27, 2021...
3863There are three scheduled market states.
33621The Pre-Open...
34120210426214500000000Begins on April 26, 2021, at 1450 UTC...
62530Followed by a 30 second No Cancel period
33617The Open...
34120210426220000000000Begins on April 26, 2021, at 2200 UTC
3364The Close...
34120210427210000000000Occurs on April 27, 2021, at 2100 UTC
7520210428For trade date April 28, 2021...
3863There are three scheduled market states.
33621The Pre-Open...
34120210427214500000000Begins on April 27, 2021, at 1450 UTC...
62530Followed by a 30 second No Cancel period
33617The Open...
34120210427220000000000Begins on April 27, 2021, at 2200 UTC
3364The Close...
34120210428210000000000Occurs on April 28, 2021, at 2100 UTC
7520210429For trade date April 29, 2021...
3863There are three scheduled market states.
33621The Pre-Open...
34120210428214500000000Begins on April 28, 2021, at 1450 UTC...
62530Followed by a 30 second No Cancel period
33617The Open...
34120210428220000000000Begins on April 28, 2021, at 2200 UTC
3364The Close...
34120210429210000000000Occurs on April 29, 2021, at 2100 UTC
7520210430For trade date April 30, 2021...
3863There are three scheduled market states.
33621The Pre-Open...
34120210429214500000000Begins on April 29, 2021, at 1450 UTC...
62530Followed by a 30 second No Cancel period
33617The Open...
34120210429220000000000Begins on April 29, 2021, at 2200 UTC
3364The Close...
34120210430185500000000Occurs on April 30, 2021, at 2100 UTC
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