We've released our status schema for #CME data, which provides trading session information such as halts, pauses, short-selling restrictions, auction starts, and other matching engine statuses.
🏦 See whether an instrument is trading, if sending buy or sell orders is permitted, and the reasons behind status changes.
🕓 Systematically identify session start and end times for every instrument.
💻 Build event-based strategies that exploit mispricing around halts, infrequent market dislocations, and more.
Check out our blog announcement at https://to.dbn.to/3WtDxz3 to get started. We'll be rolling out support for other datasets in the next three months!
#marketdata #tradingsession #securitystatus #markethalts #marketdynamics
Quant focused on long horizon wealth growth, downside protection, equities & asset allocation.
3moThe phrase "...and I am all out of bubblegum" comes to mind. Seriously, well done. Graeme Burnett Alexander Nasonov Alessio Sancetta