Close Cboe indices at 12:15 CT on early close days - #9845
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Martin-Molinero merged 1 commit intoSep 29, 2026
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Description
Sets the early close of 24 Cboe indices to 12:15 CT (13:15 ET). They had no early closes of their own, so they inherited the 12:00 CT ones of Index-usa-[*], but Cboe closes the indexes that normally close at 15:15 CT at 12:15 CT on those days, 15 minutes after the equity close, the same as on regular days. Affected indices: VIX9D, VIX6M, VIX3M, VIX1D, VIX1Y, VVIX, RVX, VXN, VXD, VWA, VWB, VXTH, VIF, VIN, COR1M, COR3M, COR6M, COR9M, COR1Y, COR30D, BXD, BXM, BXN and CLL. The dates are the same 63 early closes the wildcard entry already lists.
Related Issue
Motivation and Context
Follow-up to #9830. On early close days the bars between 12:00 and 12:15 CT were dropped as outside market hours, so the daily bar missed Cboe's official close. On the 9 early closes from 2022 to 2025 the last bar of all 24 indices starts at 12:15 CT and carries the official close.
Requires Documentation Change
N/A
How Has This Been Tested?
It was tested using unit tests.
Types of changes
Checklist:
bug-<issue#>-<description>orfeature-<issue#>-<description>