I need to find some easy approach to get the daily settlement times (not the exact milisecond, just the general rule hh:mm) for multiple commodity futures (agriculture, metals, energy) on multiple exchanges.
I have received a bunch of historical daily close price data (from Bloomberg) on commodities futures. Unfortunately it is a big mixture from different exchanges. (CBOT, COMEX, NYMEX, ICE Soft, Dalian, Shanghai, Zhengzhou, ICE London). As the data is daily (datestamped) and has close prices, I need to put this into an exact hh:mm timepoint to relate it to event based features data.
So my task/goal is to decide for every commodity close price, when exactly is that price (hh:mm granuality) "happening" on days, when does it show the price and investor state intraday.
For CME exchanges I was able to find this list: https://www.cmegroup.com/market-data/settlements/settlements-details.html
But still it is hard to decipher by commodity and exchange what is the timing, how are the days handled (Friday, Saturday, Sunday, Monday). And it seems to be even harder to get that info for the Asian exchanges.
Can you advise some good way to approach this? Are there any comprehensive data sources on the timings, daily settlement scheduling?