Trading Halts

[jpennybags 11]

I have scoured the web looking for data on the number of times that futures trading has been halted by CME. There must be some record of the day, time, market, and reason for each occurrence... tried the CME group website... came up empty. Any suggestions?

 

Thanks.

[Predictor 11]

Futures rarely/never get halted. I believe there is a 10% circuit breaker.

 

I have scoured the web looking for data on the number of times that futures trading has been halted by CME. There must be some record of the day, time, market, and reason for each occurrence... tried the CME group website... came up empty. Any suggestions?

 

Thanks.

[SIUYA 11]

Are you looking for data on limit up and limit down days????

(I don know where you might get that history - but that is effectively a halt in trading unless it reverses from the limit level)

[BlueHorseshoe 10]

I'm pretty sure that the CME website gives limit moves in the contract specs. You could write a very simple indicator that counted the number of days when a move off the open was equal to the limit for that particular contract.

 

There may be other instances where trading was halted - one of the exchanges supposedly suffered downtime at one point because a rat had knawed through a cable (that could be pure anecdote though).

 

BlueHorseshoe