Posted: Feb 10, 2014 @ 08:40 PM             Msg. 1 of 3

The trading hours in the OEC Trader key for VX appear to be different from what I show here from the CFE website at http://cfe.cboe.com/tradecfe/CFEETH.aspx :

M-F 8:30 a.m. - 3:15 p.m.
M-Th 2:00 a.m. - 8:30 a.m. -and- 3:30 p.m. – 4:15 p.m.*
F 2:00 a.m. - 8:30 a.m.

*for next Business Day

Combining those together we have 14 hour days Tu-F and just 13.25 hours on Monday.

M: 2:00 a.m. - 3:15 p.m
Tu-F: 3:30 p.m. – 4:15 p.m the previous day then 2:00 a.m. - 3:15 p.m

"The trading hours for VIX futures contracts during extended trading hours and regular trading hours shall constitute a single trading session for a Business Day."

Also here:
- http://cfe.cboe.com/tradecfe/ETH.aspx
- http://cfe.cboe.com/Products/Spec_VIX.aspx

OEC Trader shows a more general trading hour set that makes it look like 23 hours trading sessions, from 3:30PM to 3:15PM the next day.

http://www.openecry.com/trading/trading-hours.cfm

Do you have any plans to update the hours for VX to show the 14 hour long session rather than the 23 hour long session currently displayed?

Thanks,

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CHW

Posted: Feb 11, 2014 @ 10:39 AM             Msg. 2 of 3

OEC's contract setup can only contain one start and one stop time, for VX contract we have start as 3:30 PM and stop as 3:15 PM (next day). Some markets can observe maintenance windows between these hours, so this is not specific to VIX alone. E-mini's and Grains on the CME/CBOT have additional maintenance windows as well. We do not have support to record additional start and stop times.

If orders are submitted when exchange is closed, you will receive order rejection from the exchange.

Also, charts will not include bars unless there is trading occurring. DOM will not update when market is closed.

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Chris M

Posted: Feb 12, 2014 @ 03:49 PM             Msg. 3 of 3

Thanks for your explanation.

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CHW