To align with common industry practice and provide the best trading experience, Saxo has changed the way we handle FX value date rollovers.
Prices for FX spot, forwards and options now stop streaming live from one minute before the end of day (17:00 NY time) and remain non-tradable (grey pricing) for five minutes.
During this five minute window, our liquidity providers shut off streaming prices and liquidity can be thin or unavailable. In order to protect you and your customers, and align with available liquidity in the market, we are now following common industry practice and do not stream live prices during this brief interval around the date roll.
If you have any questions, please don’t hesitate to contact your Account Manager.