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CME vs. CME_GBX


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CME vs. CME_GBX

  #1 (permalink)
MLAC
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In the IQFeed symbol guide, I noticed that there are two different markets: CME and CME_GBX (CME Globex). What are the differences? I am confused.

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 xplorer 
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MLAC View Post
In the IQFeed symbol guide, I noticed that there are two different markets: CME and CME_GBX (CME Globex). What are the differences? I am confused.

I don't use IQFeed, but chances are that CME represents the 'regular trading hours', whereas CME_GBX represents 'regular trading hours plus overnight trading'.

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 SMCJB 
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I don't know how they do it now, but 15+ years ago one would be floor/pit trades and the other electronic/globex trades. Initially globex was only used overnight/when pits were closed but over time that changed. Many of the data providers still maintain the same names as when they set them up the data series, even though their definitions have changed.

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Last Updated on March 20, 2021


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