Corn futures trading hours: CBOT sessions in CT, ET and Taiwan time

What are the trading hours for CBOT corn futures?

CBOT corn futures trading hours are 7:00 p.m. to 7:45 a.m. CT for the evening session, which opens Sunday evening, and 8:30 a.m. to 1:20 p.m. CT for the day session, Monday to Friday. A 45-minute morning break separates the two, and the market is closed from the Friday day-session close to the Sunday evening open.

A trading session is a block of clock time during which the exchange accepts and matches orders. Corn has two such blocks each weekday, so one calendar day of corn trading is really two pieces with a gap between them. The daily settlement is the official closing price the exchange publishes after the day session, and most settlement-based rules read that price, not the evening session close.

Exchanges can change session times, so check the CBOT corn contract page before you build a session template, or look the current hours up in your own time zone with the free futures market hours tool.

What time do corn futures open in Taiwan time?

In Taiwan time the corn evening session opens at 9:00 a.m. while the US is on standard time and at 8:00 a.m. while the US is on daylight saving time; the day session opens at 10:30 p.m. or 9:30 p.m. on the same rule. Taiwan does not change its clocks, so every US clock change moves the corn schedule by one hour on a Taiwan screen.

The reason is the time difference. Central Standard Time is 14 hours behind Taiwan; Central Daylight Time is 13 hours behind. The US switches to daylight saving time on the second Sunday in March and back on the first Sunday in November. Between those dates, use the right-hand column of the table above. A Taiwan trader who follows the day session therefore trades late at night, and a bar that closes at 1:20 p.m. CT lands after 2:00 a.m. in Taipei. The same clock arithmetic for stock index futures is worked through in US stock market hours and futures sessions in a backtest, and the general problem of markets that run through the night is covered in futures sessions in a backtest when the market is open 24 hours.

Which session should a corn backtest use: day-only or full session?

Use the session the exported strategy will actually run on, because the session definition decides what every bar contains, where the daily high and low come from and which close your rules read. The day session carries most of a day's volume and ends with the daily settlement, so settlement-based daily rules usually belong on day-only bars; a strategy that reacts to overnight news belongs on full-session bars.

Fixing the session and the costs before the search is what makes a backtest report readable. The run below shows what such a report looks like. It is a stand-in: it tested NQ daily bars from 2019-01-02 to 2025-06-30, long and short with one contract, using a Volume Profile Value Position rule as its only entry and exit, with no stop, target or filter, not a corn rule. It is the one candidate the search kept out of 1,024 it tried, chosen for its return against its drawdown, and picking the kept one after the fact flatters it; Bailey, Borwein, López de Prado and Zhu (2014) explain why the best of many tries is inflated. The figures describe that one historical run, not what the rule earns or what a reader can expect. In backtesting, AlphaPrime (Valynox) charges the commission and slippage shown in the box inside every evaluation and fills on the next bar, so a session template chosen here is the one the whole search runs on.

Whatever rule type you test on corn, from breakouts to spread-style mean reversion, the choice of session comes first; futures algo trading strategies and how to backtest each type lists the rule families and the settings each one is sensitive to.

How should a backtest handle holidays and limit moves in corn?

Treat a holiday as a missing or shortened day, and treat a bar that closes locked at the daily price limit as a bar where no fill in the limit direction was available. Both are facts of the exchange calendar and rule book, not data errors to smooth over.

On US holidays the grain markets may be closed all day or may skip the evening session, and the exchange publishes the exact schedule each year. A backtest that fills the missing day with a copied bar invents a trade opportunity that never existed; one that drops the day keeps the record honest. Early closes shorten the day session, which matters for rules that exit a set number of minutes before the close. The free stock market holidays tool lists exchange holidays and early closes, and Christmas Eve market hours and early closes in a backtest shows the effect on a session template.

A limit day is a session in which the exchange stops prices moving beyond a set distance from the previous settlement. Corn has daily price limits that the exchange resets from time to time. When the bar is locked limit up, there are buyers and no sellers, so a buy order cannot fill; the same holds for a sell order on a locked limit-down bar.

1. Flag locked bars. A daily bar whose high, low and close all sit at the limit price, or whose range stops exactly at the limit, is a locked bar.
2. Delay fills in the limit direction. Move the order to the next session's open and accept that price, or mark the signal as unfilled; write the choice down before the test.
3. Check stops on locked bars too. A stop that would trigger through a limit-down bar fills on the next open, not at the stop price; the drawdown of that trade is larger than the stop distance.
4. Add slippage for the reopen. The first minutes after a locked day are thin, so widen the slippage assumption for those fills.

Next step: open your corn bar data and look at the bars around 7:45 a.m. CT. If a daily bar's open equals the previous 1:20 p.m. close instead of the 7:00 p.m. evening open, your data is already day-session only, and your session template, holiday list and limit-day rule must say the same.