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Is there a way to get volatility halt notifications from the NT8 API?

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    Is there a way to get volatility halt notifications from the NT8 API?

    Apologies if this has been asked already, my searches for halts did not return anything, and it is not obvious from the event data I have looked at.

    If this does not exist, can it be added?

    These: https://www.nasdaqtrader.com/Trader....tradehaltcodes




    #2
    Hello carnitron,

    Thanks for your question.

    There is not a built in notification that would directly say the market is halted.

    However, many users have looked at NetChange displays in their Market Analyzer to see if circuit breakers have been flipped.

    Publicly available information on circuit breaker rules with CME can be found below.

    https://www.cmegroup.com/education/a...-breakers.html

    Another option would be to subscribe to News feeds to attain that notification.

    I am also adding a vote for our internal feature request ticket SFT-4043 to have an out of box indication offered.

    We look forward to assisting.

    Comment


      #3
      Thank you for the clarification. And double thank you for logging the feature request. There are quite a few strategies I would like to explorer if I could get halt notifications.

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