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. 

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)

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

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

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




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