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In line with the comment in the CME calendar code, CME products sometimes have their own unique hours. Eg,
/ZC. Sunday – Friday, 7:00 p.m. – 7:45 a.m. CT and Monday – Friday, 8:30 a.m. – 1:20 p.m. CT. https://www.cmegroup.com/trading/why-futures/welcome-to-corn-futures.html
/M6E. Sunday - Friday 5:00 p.m. - 4:00 p.m. CT with a 60-minute break each day beginning at 4:00 p.m. CT. https://www.cmegroup.com/trading/fx/e-micros/e-micro-euro_contract_specifications.html
Is there a pattern for creating instrument specific calendars?
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Add "2022-01-27" as a holiday in XTAI
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In line with the comment in the CME calendar code, CME products sometimes have their own unique hours. Eg,
/ZC. Sunday – Friday, 7:00 p.m. – 7:45 a.m. CT and Monday – Friday, 8:30 a.m. – 1:20 p.m. CT. https://www.cmegroup.com/trading/why-futures/welcome-to-corn-futures.html
/M6E. Sunday - Friday 5:00 p.m. - 4:00 p.m. CT with a 60-minute break each day beginning at 4:00 p.m. CT. https://www.cmegroup.com/trading/fx/e-micros/e-micro-euro_contract_specifications.html
Is there a pattern for creating instrument specific calendars?
The text was updated successfully, but these errors were encountered: