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Example: TACO Order/trades submitted Monday between 10:00 am - 8:30 am Tuesday would be considered a Tuesday trade date. Non TACO orders submitted Monday from 10 am - 4 pm would be considered a Monday trade date. Customers using the same session to manage multiple products including TACO will need to select the correct trade date when using a UI to query orders/trades.
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CME Group recommends customers thoroughly test this behavior in New Release |
The settlement price in Market Data Incremental Refresh (tag 35-MsgType=X, 269=6) message is the price of the last traded differential of the trading session and is used for the following:
- internal Price Banding
- display of reference price of the last traded differential on customer systems.
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Preliminary and final settlements will be published externally; these prices are not used for Clearing end of day mark to market, the Special Opening Quote (SOQ) for the TACO will be used by Clearing for mark to market purposes. |
TACO Trading Hours for Equity Contracts
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- Sunday Pre-Open 4:00 pm Central Time (CT)
- Trading starts on Sunday at 5:00 pm (CT) and stops on Monday at 8:30 am (CT)
- Monday – Friday trading stops and market close at 8:30 am (CT), ALL day orders eliminated
- Monday – Friday Pre-Open 9:30 am (CT)
- Monday – Friday trades from 10:00 am (CT) – 4:00 pm (CT)
- Monday – Thursday Market Halt occurs at 4:00 pm – 5:00 pm (CT) - Globex Maintenance Period NO day orders eliminated
- Monday – Thursday Pre-Open 4:45 pm (CT)
- Monday – Thursday trades from 5:00 pm (CT) – 8:30 am (CT) next business day
- Note: Any order submitted on Friday after 10:00am (CT) will have a next business date of Monday.
- TACO markets do not and will not support GT orders.
- Day/session orders entered on Friday for Monday’s trade date will be eliminated at the 1st close on Friday afternoon.
- No TACO orders will be persisted over the weekend.
- Clients must re-enter their Day/session orders for Monday trade date when we re-open Sunday for Monday’s trade date.