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CME changes end time

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Market Wizard
Berlin, Europe
 
Trading Experience: Advanced
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Broker/Data: Interactive Brokers
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bobwest View Post
@Fat Tails, thanks for the lucid laying out of the options. This makes me feel unconcerned about the new hours beginning next week.

If I understand you, since the proposed new template will cut off some historical bars when the market actually traded, the old template will work better for the "transition" period, and in fact will continue to be the preferred template for as long as it matters that we capture those bars. All the data under the new schedule will still be captured with the old template. So there will be no immediate need for a change, and, in fact, perhaps no need for a change at all, depending on a trader's time perspective.

Therefore, it appears that I should have no problems with just ignoring the entire issue -- and certainly ignoring it for the duration of the Dec. contract, which will have had days that were traded under both schedules, so the new template should not be used for it unless you can just shrug off the loss of data.

Have I understood your argument correctly?

Bob.

That is exactly what I meant to say.

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