Guide · Tiedbook team

The CME session day for a futures journal

A futures trade date is not a calendar date. It rolls at 5:00 PM Chicago.

Equity-index futures reopen in the evening. A trade at 6:00 PM Chicago on Thursday is Friday’s session. A trade at 6:00 PM Friday is Monday’s session.

If the journal groups by the calendar date on the timestamp, Thursday evening sits on the wrong day and will not match the statement.

Tiedbook rolls the book at 5:00 PM America/Chicago. The calendar and the reconciliation use that day, not the local midnight of the browser.

If your statement uses a different roll, say so when you write to support. The rule on the screen is the one the product uses.