CME Globex Market Schedule File Overview
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 futures and options 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.Â
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:
HTTPS Location | FTP Location | Environment(s) |
|---|---|---|
Production and Certification | ||
New Release |
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.
TAG | Name | FIX Type | Enumeration | Description |
|---|---|---|---|---|
35 | MsgType | BJ | Trading Session List | |
1227 | ProductComplex | String (50) | Informal description of the Security Group, in human-readable format | |
1300 | MarketSegmentID | Int (3) | Identifies the market segment on which the Security Group is traded | |
1151 | SecurityGroup | String (6) | CME Group-defined code assigned to a group of related instruments, which are concurrently affected by market events | |
580 | NoDates | Int (3) | Number of trade dates scheduled for the week | |
→75 | →TradeDate | LocalMktDate (9) | YYYYMMDD | Business Trade Date in YYYYMMDD format |
→386 | →NoTradingSessions | Int (2) | Number of scheduled state changes to the Security Group status for the Business Trade Date | |
→→336 | →→TradingSessionID | Int (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 | →→TradingSessionSubID | Int (4) | No Cancel state duration (in seconds) Only applicable to Pre-Open market state | |
→→341 | →→TradSesStartTime | UTC 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|TAG | Value | Meaning |
|---|---|---|
35 | BJ | Trade session list message |
1300 | 60 | Security Group is listed on Market Segment 60 |
1227 | MID-SIZE MILK Outs | Security Group contains the mid-size Milk options on futures outrights |
1151 | A2 | Security Group is "A2" |
580 | 5 | There are 5 trade dates scheduled for the current week |
75 | 20210426 | For trade date April 26, 2021... |
386 | 3 | There are three scheduled market states. |
336 | 21 | The Pre-Open... |
341 | 20210425210000000000 | Begins on April 25, 2021, at 2100 UTC... |
625 | 30 | Followed by a 30 second No Cancel period |
336 | 17 | The Open... |
341 | 20210425220000000000 | Begins on April 25, 2021, at 2200 UTC |
336 | 4 | The Close... |
341 | 20210426210000000000 | Occurs on April 26, 2021, at 2100 UTC |
75 | 20210427 | For trade date April 27, 2021... |
386 | 3 | There are three scheduled market states. |
336 | 21 | The Pre-Open... |
341 | 20210426214500000000 | Begins on April 26, 2021, at 1450 UTC... |
625 | 30 | Followed by a 30 second No Cancel period |
336 | 17 | The Open... |
341 | 20210426220000000000 | Begins on April 26, 2021, at 2200 UTC |
336 | 4 | The Close... |
341 | 20210427210000000000 | Occurs on April 27, 2021, at 2100 UTC |
75 | 20210428 | For trade date April 28, 2021... |
386 | 3 | There are three scheduled market states. |
336 | 21 | The Pre-Open... |
341 | 20210427214500000000 | Begins on April 27, 2021, at 1450 UTC... |
625 | 30 | Followed by a 30 second No Cancel period |
336 | 17 | The Open... |
341 | 20210427220000000000 | Begins on April 27, 2021, at 2200 UTC |
336 | 4 | The Close... |
341 | 20210428210000000000 | Occurs on April 28, 2021, at 2100 UTC |
75 | 20210429 | For trade date April 29, 2021... |
386 | 3 | There are three scheduled market states. |
336 | 21 | The Pre-Open... |
341 | 20210428214500000000 | Begins on April 28, 2021, at 1450 UTC... |
625 | 30 | Followed by a 30 second No Cancel period |
336 | 17 | The Open... |
341 | 20210428220000000000 | Begins on April 28, 2021, at 2200 UTC |
336 | 4 | The Close... |
341 | 20210429210000000000 | Occurs on April 29, 2021, at 2100 UTC |
75 | 20210430 | For trade date April 30, 2021... |
386 | 3 | There are three scheduled market states. |
336 | 21 | The Pre-Open... |
341 | 20210429214500000000 | Begins on April 29, 2021, at 1450 UTC... |
625 | 30 | Followed by a 30 second No Cancel period |
336 | 17 | The Open... |
341 | 20210429220000000000 | Begins on April 29, 2021, at 2200 UTC |
336 | 4 | The Close... |
341 | 20210430185500000000 | Occurs on April 30, 2021, at 2100 UTC |
How was your Client Systems Wiki Experience? Submit Feedback
Copyright © 2024 CME Group Inc. All rights reserved.