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Date/Time: Thu, 25 Apr 2024 08:30:27 +0000

Post From: Equity index FOPs - multiple expirations - view/find

[2020-01-15 20:18:02] Link To Thread - Link To Post [Go To First Post]
Chad - Posts: 231
Here is the response I received from CME's Global Command Center (contact number/email removed): "Look for the iterations of tags 865 and 1145. When tag 865 has the value 5 the value in the following tag 1145 is the activation date and time. When tag 865 has the value 7 the value in the following tag 1145 is the last trade date and time. After the last trade date and time the instrument will no longer be available on Globex. All times are UTC. Our MDP3 market data system usually sends dates and times in UNIX epoch format with nanosecond precision, which you would need to convert, but what I see in the exhibit you sent is YYYYMMDDHHMMSSMMMmmm which is microsecond precision which probably means that it was converted prior to sending to you. If you have any further questions, please call the GCC...[removed]"