Previous versions of CQG IC and QTrader cleared daily market values, such as open, high, low, and close from quote displays and the daily value for a chart when a particular market closed and was in the pre-open state. Now they are cleared at the “Trade Clear” - 15 minutes before the open of the first trading session (generally, evening).
For example, for ZSE the trading Day starts at 1430 Chicago Time, while the first session starts at 1900 Chicago Time. Now, ZSE would show last day values in the QuoteBoard up until 1845 Chicago Time. This change applies to a limited set of commodities including ZSE, ZWA, ZLE, ZME, HE, GLE.
The affected interfaces include:
•Quote Board
•Quote Spreadsheet
•Quote Spreadsheet 2.0
•DOMTrader
•Today Total Volume
•The Chart’s Daily Value Box.
There are a few specifics related to Quote Board display during the Pre-open:
- In “Quote” mode, QB will display data based on quotes, including Bids and Asks received during the ongoing pre-open.
- In “Trade” mode “Last” field displays the Settlement price of the Trading Day that just finished. If the Settlement is not available, it’ll display Last Trade.
In addition, the “Trade Clear” feature will affect certain Labels.