Posted: Dec 20, 2012 @ 02:07 PM             Msg. 1 of 2

From OEC/CME documentation, the open and close times for:
S&P 500 ZSP
S&P MidCap 400 ZMD
NASDAQ-100 ZND
DJIA ($10) ZDJ

are:
MON – FRI: 5:00 p.m. p.d. – 4:15 p.m. (CT)*
*7 hour 15 minute trading halt from 8:15 a.m. - 3:30 p.m. (CT)

Using the api as follows on ZDJ:
OECAPICOM::IContractPtr con = OECAPI()->Contracts->Item("ZDJZ2");
con->StartTime => 6:15PM (CT)
con->StopTime => 7AM (CT)

But for ZSP, ZMD, ZND, the same calls result in:
con->StartTime => 3:30PM (CT)
con->StopTime => 8:15 (CT)
These times correspond with the trading halt end and start.

Note: set local machine to CT for ease of comparison of api call results with documentation, which uses CT as well.

As all 4 symbols have the same hours in the OEC/CME documentation, I wonder why the api call is producing different open/close times for DJIA?

Thanks,
Chris

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CHW

Posted: Dec 27, 2012 @ 04:08 PM             Msg. 2 of 2

Hello,

CME changed trading hours recently and we are in process of adjustments of our databases. Thank you!

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Victor Vins
Lead Software Developer