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CME used 10 second "pauses" tonight


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#1 tommyt

tommyt

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Posted 05 December 2018 - 09:50 PM

Statement from the Chicago mercantile Exchange on the ES drop upon the reopen of Globex
 
  • CME experienced multiple Velocity Logic events from the open in Equity futures today
CME implemented:
  • several 10 second pauses
  • where limit orders were accepted
  • but market/IOC orders were rejected
  • causing multiple algo slices to get rejected

 

mission control, this isn't a typical December...we have trouble.