Understand the so-called 30-minute prop firm news trading rule, why blackout windows vary, and how to verify the exact restriction before and after economic releases.
Akash Mane is the Founder and CEO of Prop Firm Bridge, where he leads the company’s vision, platform growth, and long term strategic direction. He oversees operations across research, marketing, content systems, SEO, and product positioning while driving the platform’s mission of becoming a trusted authority in the prop firm industry. At Prop Firm Bridge, Akash plays a direct role in shaping educational frameworks, comparison systems, and trader focused resources designed to help users make informed decisions with transparency and confidence. His work focuses on building scalable organic growth systems, improving platform authority, and strengthening trust through accurate, structured, and search optimized content. In addition to leadership responsibilities, he actively manages growth strategy, social media marketing, search visibility, and brand development to expand the platform’s reach across global trading audiences.
Manoj Gholap is responsible for content accuracy, compliance, and factual integrity at Prop Firm Bridge. He acts as the final verification layer for all published content, ensuring that prop firm reviews, rules, and comparisons are clear, accurate, and aligned with transparency standards. Manoj plays a key role in maintaining trust and credibility across the platform.
The phrase “30-minute news rule” sounds like a universal prop firm standard. It is not. Traders often repeat the idea that prop firms ban news trading for thirty minutes before and thirty minutes after a high-impact event, but the real rule can vary by account, stage, event, instrument and the action being taken. Some policies focus on entries. Others can address exits, holding, pending orders or profits created inside a defined period. A trader should never assume a 30-minute window exists unless the live account terms actually say so.
This distinction matters for both accuracy and risk. A trader who invents a larger restriction than the account uses may unnecessarily avoid trading time. A trader who assumes the rule is shorter than it really is can create a breach. The correct approach is to separate the firm's minimum compliance rule from the trader's personal safety buffer. A personal buffer can be wider than the formal rule, but it should never be presented as an industry-wide requirement.
High-impact events still deserve careful preparation. The U.S. Bureau of Labor Statistics schedules the Employment Situation and CPI at 8:30 a.m. Eastern Time on their published dates. The Federal Reserve schedules FOMC decisions and press conferences on its official calendar. Those timestamps provide the event anchor. The account rule determines what happens before and after that anchor.
Author credibility: This guide is written by Akash Mane, Founder and CEO of Prop Firm Bridge, and is based on data-backed rule analysis, current 2026 official event schedules and a compliance-first approach. Manoj Gholap is the fact checker.
Table of Contents
Quick answer: No reliable public rule proves that prop firms universally use a thirty-minute blackout before and after economic news. The correct window must be verified for the exact account. Traders may personally choose thirty minutes or another wider buffer for risk control, but that personal choice is different from the firm's mandatory restriction.
The idea is easy to understand because thirty minutes feels like a clean safety zone. It gives the trader time to close or reduce exposure before a release and enough time afterward for the first burst of volatility to settle. Traders then repeat that personal practice as if it were the standard rule used by every prop program.
Another source of confusion is that account rules are often summarized in social posts, videos or community chats. A rule that belongs to one account can be shortened to “no news for 30 minutes,” then copied into a discussion about another account. The original context disappears. Over time, a specific policy can start to sound like an industry-wide fact.
A legally safer and more useful approach is to say what can actually be supported: blackout windows vary. The exact duration and the actions covered need to come from current official account documentation or written support. A trader should not use a community summary as the controlling rule.
Thirty minutes can still be a reasonable personal safety buffer for some strategies, but it should be labeled as personal. That protects the trader from confusing voluntary risk management with mandatory compliance.
Different programs can have different risk models, platforms, account stages and event policies. One program may be comfortable with ordinary trading outside a narrow period around a scheduled release. Another may use a wider period to reduce exposure to pre-event spread changes or post-release instability. A third may have no specific time blackout but still prohibit certain event-exploitation strategies.
Even within one company, account models can differ. An evaluation can have one rule while a funded stage uses another. An instant-style account can have different restrictions from a multi-step evaluation. A rule tied to a particular platform or asset class can also be different.
This is why a trader should record the exact account model beside the news rule. “Firm rule” is too broad when multiple programs exist. The row should say something like “Evaluation Model A — current news rule checked September 2026.”
The goal is to remove assumptions. If the rule says five minutes, then five minutes is the formal minimum. If the trader personally uses thirty minutes, record that in a separate field.
Verify the event list, start time, end time, account stage, affected instruments and allowed actions. The start and end are only useful if the trader knows what is prohibited during them. A rule that restricts new entries but allows holding is different from a rule that restricts every execution.
Check whether the policy refers to a named economic calendar. Some rules may depend on events classified as high impact by a specified source. Others may publish a fixed list of restricted events. If the source changes, the trader needs the current version.
Also check how the rule treats automatic orders. A pending order can open a position. A stop loss or take profit can close a position. An EA can modify or execute orders without manual input. The policy should be understood at the execution level.
Finally, check the consequence. Some policies can describe a breach, while others may describe a profit adjustment or another remedy. Understanding the consequence does not make a violation acceptable, but it helps the trader understand the actual rule instead of relying on rumor.
Prop Firm Bridge research note: A duration without an action is incomplete. “30 minutes” tells the trader almost nothing unless open, close, hold and trigger are defined.
Book insight: Mark Douglas, Trading in the Zone, Chapter 7, is useful because it encourages traders to work with uncertainty instead of turning a convenient belief into certainty.
That depends on the written policy. The phrase “no trading” can be interpreted broadly, while a detailed rule may define specific actions. The trader should avoid interpreting the phrase alone when more precise documentation exists.
Opening creates new exposure. Closing removes exposure. Holding keeps an existing position open. A pending order can create new exposure when triggered. A stop loss or take profit can create a closing execution. A partial close changes exposure without ending the entire trade. Each action can matter differently.
A good rule sheet has a yes-or-no field for every action. If the answer is unknown, mark it unknown instead of guessing. Unknown is useful because it tells the trader exactly what support question to ask.
This approach also helps automation. An EA may not “trade” in the human sense, but it can still send an order. The account sees the execution, not the trader's intention.
Start from the official scheduled event time or the source specified by the account. For major U.S. labor and inflation data, the BLS publishes Eastern Time. For the September 2026 FOMC decision, the Federal Reserve calendar shows 2:00 p.m. Eastern Time on September 16.
Then apply the account's stated window. If a hypothetical policy starts five minutes before an 8:30 a.m. release, the formal period begins at 8:25 a.m. in the rule's reference timezone. If the policy actually says thirty minutes, it begins at 8:00 a.m. The duration cannot be assumed.
Convert the event and the boundaries into the trader's local and platform server time. Do not mix an ET release with a server-time boundary without conversion.
When the account relies on a third-party calendar, make sure the trader's calendar display is set correctly. The same event can show a different clock number after automatic timezone conversion.
Trading exactly at the edge of a rule creates unnecessary uncertainty. The trader's device clock, platform server clock and the execution timestamp can differ slightly. Network delay can also move an order by a fraction of a second or more.
If a rule ends at 8:35, attempting an entry at exactly 8:35:00 can create a dispute about inclusivity or timestamp source. A wider personal buffer removes that problem. Waiting an extra minute usually costs much less than losing an account over a boundary test.
Copy systems are even more sensitive because the source account and destination account can execute at different times. A trade outside the source boundary can arrive inside the destination boundary.
The safest operating principle is not to prove how close the trader can get to the rule. It is to create enough margin that the boundary becomes irrelevant.
Prop Firm Bridge research note: A blackout should be written with a reference timezone and exact start and end, not just “around news.”
Book insight: Morgan Housel, The Psychology of Money, Chapter 13, “Room for Error,” directly supports leaving operational margin around timing boundaries.
Major releases can change expected value almost instantly. Market makers and other participants can pull or widen quotes while new information is processed. The bid-ask spread can expand, and the amount of liquidity available at each price can shrink.
A chart often shows a continuous candle, but execution can be discontinuous. Price can jump through levels where little liquidity was available. A market order or triggered stop then fills at the next available price rather than the level the trader imagined.
That difference matters for prop accounts because daily and total loss limits are based on actual account results. A trader can plan a small loss and realize a larger one because of execution.
Restrictions are one way a program can control concentration of risk during these moments. The exact policy remains program-specific.
A stop loss is a trigger, not always a guaranteed price. Once triggered, the order needs available liquidity. If the market moves through the stop level quickly, the fill can occur farther away.
During news, the spread can also change the effective trigger. A trader looking at one chart price may not notice how far the executable bid or ask has moved. This is especially important on instruments that become thin around the event.
The answer is not to trade without stops. The answer is to size the position so a worse fill does not threaten the account. A planned risk calculation should include some room for slippage on event days.
If the remaining drawdown is already small, the safer decision can be to stay flat even if the account permits the trade.
Daily loss rules can include realized loss, floating loss or both, depending on the account. Spread widening can therefore reduce the available daily buffer before the trader actually closes the position. Several correlated positions can move together and compound the effect.
A trader who has already lost earlier in the session has less room for an event-time surprise. Trying to use the release to recover can combine emotional pressure with execution risk. That is a poor combination for an evaluation.
Set a personal daily stop below the hard limit. The exact value is strategy-specific, but the principle creates room for slippage and mistakes.
News risk should be evaluated against the remaining buffer, not the headline account balance.
Prop Firm Bridge research note: News rules and daily-loss rules are connected. A permitted news trade can still be too large for the remaining drawdown.
Book insight: Annie Duke, Thinking in Bets, Chapter 1, is useful because a good decision is defined before the uncertain execution result is known.
The U.S. Employment Situation contains payrolls, unemployment, earnings and revisions. That combination can change expectations for growth, inflation and Federal Reserve policy. Markets can react across the dollar, yields, gold and U.S. indexes.
The BLS schedules the report at 8:30 a.m. Eastern Time on listed dates. The August 2026 report was scheduled for September 4. Because the event is known, traders can plan around it well before the session.
NFP can create a fast first move followed by a reversal when details conflict. A trader who predicts only the headline can be correct about payrolls and still wrong about price direction.
This makes NFP a strong candidate for a wider personal safety buffer even when the account minimum is shorter.
Yes. A program can name the Employment Situation specifically or use a broader high-impact classification. Other labor events such as jobless claims or job openings may be treated differently. The trader should not copy the NFP window to every employment release.
Likewise, the market can temporarily care more about a secondary labor report when policy attention shifts. Personal volatility risk can change even if the formal restricted list does not.
Keep the mandatory account list separate from the trader's personal event hierarchy. This allows the plan to become more cautious without misrepresenting the formal rule.
Each event row should contain its own source, time and restriction.
Check the exact NFP date and time. Read the current account policy. Write the formal start and end. Then choose a personal safety buffer based on strategy, remaining drawdown and execution risk.
Review open positions and pending orders before the personal buffer begins. If holding is allowed, decide whether the position size still makes sense. If holding is not allowed, close early enough to avoid last-second execution.
Wait for the formal window to end before any action the account restricts. Then consider whether the market itself has normalized. The trader can wait longer.
This process works whether the formal rule is two minutes, five minutes, thirty minutes or another duration.
Prop Firm Bridge research note: The event is universal; the account rule is not. NFP timing can be verified from BLS, while the blackout must be verified from the account.
Book insight: Mark Douglas, Trading in the Zone, Chapter 4, supports using the same process across different rule durations.
CPI can change inflation and interest-rate expectations quickly. The August 2026 CPI release is scheduled by BLS for September 11 at 8:30 a.m. Eastern Time. Traders often watch headline and core measures, and the market can react to detailed components after the first move.
Because CPI can move USD pairs, gold, yields and indexes together, it can create meaningful execution risk. That does not prove a universal blackout length. It explains why a program or trader may treat the event carefully.
The account may identify CPI by name or through a calendar impact class. The trader should check the exact source.
A personal buffer can be wider if the trader's strategy is sensitive to spread expansion or whipsaw.
PPI is a producer-price report published by BLS. PCE inflation is published by the Bureau of Economic Analysis through Personal Income and Outlays. These are different releases with different dates and market roles.
The BEA lists August 2026 Personal Income and Outlays for September 30 at 8:30 a.m. Eastern Time. A trader who marks only CPI can still miss another inflation event that matters to the account or market.
Do not assume the account gives all inflation reports the same window. Create separate calendar rows.
When market attention is strongly focused on inflation, a report that is normally less volatile can become more important. Personal risk can adjust without inventing a new formal restriction.
If the account rule depends on the calendar's impact classification, use the specified calendar and current label. Do not substitute another source because it shows a preferred color.
If the account uses a named event list, the third-party color may be informative but not controlling. Read the policy carefully.
Record the source beside the rule. “High impact” has little operational meaning if the trader cannot remember which calendar defines it.
When uncertain, obtain written clarification before using a strategy that depends on the event being outside the restricted class.
Prop Firm Bridge research note: Inflation is a group of releases, not one calendar item. Each one should be checked separately.
Book insight: Morgan Housel, The Psychology of Money, Chapter 13, supports a flexible risk buffer when market sensitivity changes.
The Federal Reserve's September 16, 2026 calendar lists the policy event at 2:00 p.m. Eastern Time and the press conference at 2:30 p.m. The market can react to the statement first and then react again to the Chair's explanation.
A trader who uses one generic “FOMC at 2:00” reminder can forget the second scheduled risk window. This can lead to a new position in the thirty-minute gap.
The account rule may cover both events in one broader period or treat them as separate listed events. The trader should verify the actual source.
For personal risk, it can be logical to treat the full communication cycle as one extended caution period even if the formal minimum is narrower.
Yes. A formal rule is a compliance boundary, not a promise about market conditions. Spreads can remain wide and price can keep moving rapidly after the minimum window ends.
The end of a blackout should therefore be treated as the earliest moment an allowed trade may be considered. The trader can choose to wait for normal spreads, stable structure and the usual strategy setup.
This distinction is especially important on FOMC because another communication event may still be ahead.
A personal restart condition should be written before the event so the trader does not shorten it because a candle looks attractive.
The firm's rule is mandatory. The personal buffer is optional and can be wider. Keep them in separate fields. For example, “Firm minimum: exact current rule” and “Personal no-trade: 30 minutes before until 15 minutes after full communication” could coexist if that is the trader's chosen plan.
Do not tell other traders the personal buffer is the firm's rule. That creates misinformation.
The personal buffer can also change by strategy. A scalper may need more time for spreads to normalize. A swing trader may focus more on holding permissions and account drawdown.
The safest buffer is one the trader follows consistently.
Prop Firm Bridge research note: Formal compliance and personal caution should be visible as two different lines in the plan.
Book insight: Annie Duke, Thinking in Bets, Chapter 1, supports separating the rule from the trader's own risk preference.
A pending order becomes a position when it triggers and executes. If the account restricts opening inside a window, the execution timestamp can matter more than the placement timestamp.
A trader may place the order before the blackout and then forget it. A high-impact release can move price far enough to trigger a level that seemed remote.
Review every pending entry before the personal buffer begins. Remove orders that are not allowed to become positions during the window.
Do not rely on intention. The platform records execution.
Both are closing mechanisms. A stop loss controls downside and a take profit closes at a target, but each still creates an execution. If the account policy regulates closing actions, the trader needs to know whether protective orders are included or exempt.
Some policies may explicitly allow protective stops. Others may use broader language. The trader should not guess.
Slippage also makes protective orders an account-risk issue even when they are permitted. A stop can fill beyond the planned level during fast news.
Record stop and take-profit treatment separately from holding permission.
Automation should be reviewed for entry logic, time filters, pending orders and order modifications. Check whether the system uses local, UTC or server time.
A copy system can execute with delay. A source trade just outside the window can arrive inside the restricted period on another account.
A wider personal buffer can reduce timing risk across automated accounts. If the strategy cannot reliably obey the rule, disable it before the event.
Automation is not an exemption from account conditions.
Prop Firm Bridge research note: The safest news audit checks every way a new execution can occur, not only the buttons the trader plans to press.
Book insight: Mark Douglas, Trading in the Zone, Chapter 4, fits automation review because consistency depends on rules being executed the same way every time.
Programs can use different conditions across account stages. An evaluation can be designed as a skills test while a funded stage can introduce different risk or payout controls. Some programs keep rules consistent, while others do not.
Passing a challenge should therefore trigger a new rule review. Do not copy the evaluation news window into the funded account without checking.
Habit is the danger. A trader can follow one routine for weeks and then continue it automatically after the account changes.
Put the stage in the rule-sheet title so the trader sees it every time.
Yes. Different evaluation models, platforms or asset classes can have different conditions. A generic answer about “the firm's rule” may be incomplete.
When asking support, name the exact account model. When writing a calendar note, include the model. When reviewing old messages, check whether they refer to the same program.
This reduces the risk of applying a correct rule to the wrong account.
The more accounts a trader manages, the more important clear labels become.
News rules, daily drawdown, total drawdown, reset time, weekend holding, payout conditions and prohibited strategies should all be reviewed. The trader does not need to relearn the market; the trader needs to confirm the operating boundaries.
For news, record the event list, duration, actions and consequences again. Update automation if the rules changed.
Delete or archive the old evaluation shortcut so it is not used by mistake.
Do this before the first funded high-impact event, not after.
Prop Firm Bridge research note: Account stage is part of the rule, not a footnote.
Book insight: Morgan Housel, The Psychology of Money, Chapter 3, “Never Enough,” is relevant because there is little value in squeezing extra event exposure from a newly funded account before the rules are clear.
The account sets a minimum compliance boundary. The trader can choose to be more conservative. A wider personal buffer can reduce last-second execution, spread risk and confusion.
This is similar to setting a personal daily loss stop below the hard account limit. The trader is not changing the firm's rule; the trader is creating a stricter internal control.
Write both values so they are never confused. This is especially important when sharing notes with other traders.
A thirty-minute personal buffer can therefore be perfectly reasonable without being called “the 30-minute prop firm rule.”
Consider how long it takes to review and close positions, how quickly the instrument's spread begins to change, the strategy's holding period and the trader's ability to act calmly.
A scalper may stop earlier to avoid a deteriorating microstructure. A swing trader may focus on whether holding is allowed. The personal stop should fit the strategy.
Set an alert before the personal stop, not at the official event. Give the trader enough time to make a deliberate decision.
Once chosen, follow the same rule for enough events to evaluate whether it works.
Use time, spread and market structure. The trader can require the formal blackout to end, the spread to return near normal and a valid setup to form. That is stronger than entering because a fixed number of minutes passed.
For FOMC, consider whether the press conference is still ahead. For NFP or CPI, consider whether the first move is still reversing violently.
The restart condition should be written before the event. If it is created afterward, fear of missing out can influence it.
Skipping the rest of the session is also a valid restart decision.
Prop Firm Bridge research note: A personal buffer is a risk-management tool. Label it clearly so it never becomes accidental misinformation about the formal rule.
Book insight: Annie Duke, Thinking in Bets, Chapter 1, supports pre-committing to a decision rule before the outcome is visible.
Ask about the exact account stage, event, instrument and action. “Can I trade news?” is too broad. Ask “Can I hold an existing XAU/USD position through CPI on my funded account, and can its stop loss execute during the stated window?”
Then ask about pending entries and partial closes if the strategy uses them. Ask which calendar defines the restricted events and which timezone defines the event time.
If the answer says “news is allowed” without covering the specific action, follow up.
Narrow questions produce answers that can be converted into a checklist.
A forum summary may be old, may refer to another account model or may omit an exception. A written official answer identifies what the program is telling the trader now.
Keep the date and the full context. A single sentence copied out of a support conversation can become ambiguous later.
If the public rule page changes, recheck the clarification. Current terms matter more than an old message.
The purpose is prevention, not evidence collection for a later argument.
Add “checked on” beside the rule summary. If the policy itself gives an effective date, record that too. This makes stale information visible.
After a new account purchase or stage change, create a new row rather than assuming the old clarification continues to apply.
For major events, verify the rule again if the last check is old or the company announced policy changes.
Good rule notes are living documents, not permanent screenshots.
Prop Firm Bridge research note: The best support question identifies the exact action the trader plans to take.
Book insight: Mark Douglas, Trading in the Zone, Chapter 7, is useful because uncertainty should be acknowledged and managed rather than hidden behind assumption.
An account can permit a trade while the market is still difficult. Spread widening, slippage and rapid reversal do not disappear because the rule allows participation.
The trader therefore needs a second decision after compliance: is the expected execution environment suitable for the strategy? If not, staying flat can be the correct choice.
This is especially important for tight-stop scalping strategies. A small spread change can materially alter the planned risk.
Compliance is the floor, not the trading signal.
Suppose the account is already down for the day. The remaining buffer to the hard daily limit is smaller. A normal event trade now carries more account-ending risk because slippage has less room.
Use a personal stop below the hard limit. If the account has reached that personal stop, do not use news as a recovery opportunity.
Likewise, several correlated positions should be viewed as combined exposure. A small risk on each ticket can still produce a large account move.
The same event can be acceptable early in a healthy session and unacceptable after a losing morning.
Stay flat when the rule is unclear, the remaining drawdown is small, the platform is unstable, spreads are already abnormal, the trader is emotionally tilted or the strategy has no tested edge around the event.
Staying flat is also valid when the event occurs outside the trader's normal hours. A famous release does not justify poor decision quality from fatigue.
The evaluation target can be reached with ordinary sessions. There is no requirement to participate in NFP, CPI or FOMC.
A trader who protects the account preserves the option to trade later.
Prop Firm Bridge research note: Treat every news permission as a question, not a command. “Allowed” should be followed by “Does this still fit my risk plan?”
Book insight: Morgan Housel, The Psychology of Money, Chapter 13, strongly supports preserving enough room to remain in the game.
List the major events relevant to your instruments. Confirm NFP, CPI, FOMC and other important release dates from official sources. Add the account's restricted-event source and formal time windows.
Write the current account stage. Convert event times into local and server time. Mark the trader's personal safety buffer separately.
Look for event clusters. A week containing several major releases can justify lower total risk even outside the formal windows.
Set reminders before the personal stop-trading time.
Confirm the event has not moved. Recheck the account rule if it is a high-consequence day. Review open positions, pending orders and automation.
Calculate the remaining daily and total drawdown. Decide whether permitted holding is still acceptable.
Verify the current server clock and timezone conversion. Check the exact start and end of the mandatory window.
Write the post-news restart condition.
Review every pending entry, EA, bot, copy system, stop-loss rule, take-profit rule and discretionary position. Make sure no order can create an action that the account prohibits.
Do this before the last minute. The final check should be verification, not a rushed cleanup.
When the formal window ends, wait until the personal conditions are satisfied before trading again. The market can remain unstable after compliance resumes.
Most importantly, never use “30 minutes” because it sounds safe. Use it only if it is either the verified formal rule or a clearly labeled personal buffer.
Related Prop Firm Bridge reading: See How to Trade News Events Without Breaking Rules, News Trading Time Zones, and the Prop Firm News Blackout guide.
Prop Firm Bridge research note: A blackout checklist should make the rule boring and clear before the market becomes exciting.
Book insight: Annie Duke, Thinking in Bets, Chapter 1, supports the final checklist because process quality can be judged before the event result.
The structured FAQ answers the common 30-minute-rule questions. The key point is simple: verify the formal window for the exact account and keep any wider personal buffer clearly separate.
About the Author: Akash Mane
Akash Mane is the Founder and CEO of Prop Firm Bridge. His work focuses on data-backed prop firm research, verified rule analysis and clear educational guidance that helps traders make informed decisions. Connect with him on LinkedIn.
Conclusion
The safest way to understand the “30-minute rule” is to stop treating it as a universal rule. Some traders may use thirty minutes as a personal safety buffer. Some accounts can use a different formal window. The real compliance question is always the same: what does the current rule for this exact account say?
Start with the official event time. Write the account's formal start and end. Define opening, closing, holding and automatic execution. Then add a wider personal buffer if the strategy needs more room for spreads, slippage or decision-making. That method works regardless of the formal duration.
Prop Firm Bridge helps traders understand prop firm rules, evaluation mechanics and risk controls using verified, data-backed research. Visit propfirmbridge.com for current prop trading education.
There is no reliable universal rule that most prop firms use exactly 30 minutes before and after every event. Blackout windows vary by program, account stage, event and allowed action, so traders should verify the live terms for the exact account.
If an account truly uses a 30-minute blackout, the rule should define whether the restricted period starts 30 minutes before the scheduled event and ends 30 minutes after, and which actions such as opening, closing, holding or order execution are affected.
A trader may choose a wider personal safety buffer than the account minimum. That can reduce timing and execution risk, but the personal buffer should be clearly separated from the firm's actual rule.
Not necessarily. A program can treat NFP, CPI, FOMC, central-bank decisions or other events differently, or use one broader calendar classification. The current rule source controls.
It depends on the account. Some policies may allow holding while restricting new entries or exits, while other policies can be stricter. Traders should never infer holding permission from a generic statement that news trading is allowed or banned.
Only if the current rules permit that execution. A pending order placed earlier can still open a position inside the restricted window, so its treatment must be verified.
Yes. The policy statement and press conference have separate scheduled times and can create separate volatility windows. The September 16, 2026 decision is at 2:00 p.m. ET and the press conference at 2:30 p.m. ET.
Ask official support a narrow written question that states the account stage, event, instrument and action you want to take. Keep the answer with the date because policies can change.
Not automatically. The end of the formal restriction is only the earliest compliance point. Spreads and volatility can remain abnormal, so a trader may use a wider personal restart condition.
Verify the event time, the exact account rule, the start and end of the restriction, open positions, pending orders, automatic executions, remaining drawdown and a personal safety buffer before the event begins.
