CME Thanksgiving Trading Hours / NinjaTrader CL Fix

If you’ve been following our blog, hopefully you caught Ninja Trader introduced this week. After you make this change, disconnect and reconnect to your data feed.

This is a reminder of the CME Thanksgiving Holiday Schedule this week. Read the official CME statement here. For our non-U.S. friends, we celebrate Thanksgiving on Thursday, November 22.

On Wednesday, November 21, the CME Globex closes at 5:15 p.m. US/Eastern and resumes 45 minutes later at 6:00 p.m. US/Eastern. Orders placed after this 6:00 p.m. US/Eastern time are for trade date Friday, November 23.

On Thursday, November 22 (Thanksgiving Day), the CME Globex closes at 11:30 a.m. US/Eastern. Order entry, modification and cancellation allowed. Equity products resume trading at 6:00 p.m. US/Eastern.

On Friday, November 22, the CME Globex closes at 1:15 p.m. US/Eastern.

We wish everyone a happy and safe Thanksgiving!


Do you trade the CL using NinjaTrader? Is your data all messed up?
You will need to apply this correction for the contract rollover date as advised by NinjaTrader’s Patrick:

Please go to the NinjaTrader Control Center > Tools > Instrument Manager > search for the CL > double click on the CL > go to the Misc tab of the Instrument Editor > scroll down to the Contract Months > left click on the Contract Months and then the ‘…’ button > go to the 01-13 expiry in the Contract Months window > change the Rollover Date to November 15, 2012 > OK > OK > OK.

See the thread

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