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  1. A Security Status (tag 35-MsgType=f) message is sent, containing the following tags:
    • Tag 1174-SecurityTradingEvent set to 4 = Change of Trading Session (reset statistics)
  2. CME Globex removes the following statistics from the Market Recovery Feed on the Market Data Snapshot Full Refresh (tag 35-MsgType=W) message:
Statistictag 269-MDEntryType Value
Last Trade2
Electronic Volumee
High Trade7
Low Trade8
High BidN
Low AskO
Open4

3. Client systems can choose to reset the statistics.

Statistics will not be sent in the Market Data Snapshot Full Refresh (tag 35-MsgType=W) message on the Market Recovery feed until activity on the Incremental feed creates new statistics.