Prop Firms That Allow News Trading in 2026: Trading NFP, CPI and FOMC With an Algo

Most futures prop firms used to treat news trading like a loophole. Trade the 8:30 print, hit your target in one violent candle, and the firm would claw the payout back or close the account. That stance softened in 2026. A handful of firms now openly let you trade through Non-Farm Payrolls, CPI, and FOMC, and a few even market it as a selling point.

If you run an automated NQ strategy on a prop account, that change is genuinely useful. It also walks you straight into the most dangerous 60 seconds of the trading day. "Allowed" and "advisable" are two completely different questions, and a bot does not know the difference unless you tell it.

This guide covers which firms permit news trading in 2026, how the rules actually read, and why the open and the release windows chew up automated strategies that were never built for them. Rules change constantly in this space, so treat every line below as a starting point and confirm the current policy with the firm before you let a bot loose on a release.

What "Allows News Trading" Actually Means

News trading allowed means you can open, close, or adjust positions during a high-impact economic release without breaking an evaluation or funded-account rule. That sounds simple, but the phrase hides a lot of nuance. Most firms attach conditions, and the conditions are where algo traders get tripped up.

There are three flavors of "allowed" you will run into:

• Fully unrestricted. No blackout window, no release-specific rules. You can be in the market through the print on any account type.
• Allowed with a behavior rule. News trading is fine, but a specific tactic is banned, for example holding both a long and a short into the release, or trading max size straight into the number.
• Allowed by account phase. Free to trade news during the evaluation, restricted once you reach the funded or "master" stage, often with a no-entry window around the release.

One rule is nearly universal: news-passing services are banned everywhere. Paying a third party to trade your evaluation through a known release is a fast route to a closed account. That is separate from running your own automated strategy, which is what we are talking about here.

Which Prop Firms Allow News Trading in 2026

The table below summarizes what published 2026 rule write-ups and firm-facing pages say about news trading at the futures firms most often cited as permitting it. Policies differ by account type and they move, so the right-hand column tells you where to double-check.

Firm	News Trading Allowed	Restriction	Notes
Apex Trader Funding	Yes, conditional	Normal strategy through news is fine; news-specific tactics like straddling both sides are prohibited. One-direction bias expected.	Bias should be clear before the release. Verify with firm.
My Funded Futures	Depends on account	Eval and Flex plans permit it; some funded plan types must be flat around Tier 1 events (reported ~2 min before and after).	Tier 1 = FOMC, jobs, CPI. Check your exact plan rules.
Bulenox	Reported yes	No news-specific restriction found in third-party write-ups; automated strategies generally allowed.	Confirm current policy with support before relying on it.
FundingTicks	Yes in eval, restricted later	Free to trade news during evaluation; restricted windows reported at the funded "Master" account level.	Phase-dependent. Verify with firm.
Topstep	Yes, conditional	You may hold before, during, and after a release, but cannot purposely trade your maximum position size into a major event.	Size discipline is the catch. Verify with firm.
Tradeify	Reported yes	Described as no buffer periods and no news-specific penalties in some reviews; other guides report a ~2 min no-entry window. Sources conflict.	Confirm directly before trading a release.
Take Profit Trader	Depends on account	Test accounts reported unrestricted; PRO and PRO+ funded accounts restrict specific major events.	Pull the restricted-event list before funding.

A pattern jumps out of that table. The firms that look most permissive on the evaluation are often stricter on the funded account, because that is where the firm's own capital is exposed. If your plan is to build a news-aware bot, the rule that matters is the rule on the account you will actually get paid from, not the one you pass the test on.

Allowed Is Not the Same as Advisable

Here is the part the marketing pages skip. A firm letting you trade NFP does not mean NFP is a good place to point an automated strategy. The release window is the single most hostile environment your bot will ever touch, and the reasons are structural, not bad luck.

Slippage at the worst possible moment

In the first seconds after an 8:30 print, the order book thins out and price gaps between levels. Your algo sends a market order expecting to fill near the last trade and instead fills several points away because there was simply nothing resting in between. On NQ at twenty dollars per point, a few points of slippage on entry plus a few more on the stop turns a planned risk into a much larger real one. As one rules guide put it, in that first minute "slippage is at its worst, spreads blow out, and stop-runs are common."

Gaps that jump straight over your stop

A stop order is a request to sell at the market once a price trades, not a guarantee of that price. When the number drops and NQ falls thirty points in two seconds, your stop becomes a market order into a vacuum and fills well below where you set it. Your backtest assumed the stop held. The release does not care what your backtest assumed.

Spread blowouts and false signals

The bid-ask spread widens hard during the spike, so the round-trip cost of any trade jumps right when volatility is highest. Worse, the first move is often a fake-out that reverses within seconds. An algo reading the initial thrust as a trend signal can get long at the exact top tick before price snaps back through its entry.

The firm is renting you permission to trade the release. It is not renting you liquidity, and liquidity is the thing that actually disappears.

Why Automation Struggles With the News Window

Discretionary traders have one quiet advantage in these moments: they can freeze. A human can look at a chaotic tape, decide it is unreadable, and sit on their hands. A naive bot cannot. It sees its entry condition, it fires, and it does so at machine speed into the worst fills of the day.

The failure modes stack up fast:

• It enters into the spike. Momentum logic interprets the first violent candle as a breakout and chases it, right as the move is about to reverse.
• Its stop is meaningless. A fixed-tick stop assumes orderly fills. In the gap it slips far past the intended level and the real loss dwarfs the planned one.
• It can breach the daily loss limit in one trade. On a tight prop account, a single bad news fill can hit the trailing drawdown and end the account before the bot takes a second trade.
• It crowds the same window. When hundreds of funded traders run similar logic into the same two-minute window, everyone is reaching for the same vanishing liquidity, which makes the fills even worse.

None of that is an argument against automation. It is an argument for building the news window into the automation deliberately instead of pretending it is just another bar.

How a Well-Built Algo Handles the Release

The good news is that an algo can be far more disciplined about news than a human, precisely because it never gets curious. The cleanest approach for most prop accounts is the simplest one: do not trade the release at all.

A news filter that flattens and stands aside

A practical news filter holds a small list of high-impact event times and does two things around them. First, it disables new entries inside a buffer window, often a few minutes before and after the print. Second, it flattens or refuses to hold open risk through the number unless you have explicitly told it to. This single feature keeps a bot out of the exact window where slippage and gaps live, and it doubles as compliance for any firm that requires you to be flat around Tier 1 events.

If you do want to trade the release on a firm that allows it, the bot should treat the window as a different regime entirely: wider stops to survive the spread blowout, smaller size to keep a bad fill survivable, and ideally a rule that waits for the first burst to pass before it commits. Trading the reaction is almost always safer than trading the print.

The economic calendar your bot needs to know

You cannot avoid a window you have not mapped. These are the releases that matter most for an NQ strategy, in Eastern time:

Event	Time (ET)	Impact on NQ
Non-Farm Payrolls	8:30 AM, first Friday	Extreme
CPI	8:30 AM	High to extreme
FOMC rate decision	2:00 PM	Extreme
PPI	8:30 AM	High
GDP (advance)	8:30 AM	High
Retail Sales	8:30 AM	Moderate to high

Note the two clusters. The 8:30 AM releases land right as the cash equity open approaches, stacking news risk on top of opening-bell chaos. The 2:00 PM FOMC decision detonates a normally quiet part of the afternoon. A bot that respects both clusters sidesteps most of the year's worst fills automatically. For more on why the open itself is so brutal, see our piece on how an automated NQ strategy removes emotion from the open.

Matching the Firm's Rule to Your Bot's Behavior

Picking a firm because it "allows news trading" is the wrong order of operations. Start with how your algo actually behaves, then find the rule that fits it.

If your strategy never intends to hold through a release, then a firm with a strict no-entry window costs you nothing, because your bot was going to be flat anyway. The permissive firms are only worth a premium if you have a tested edge in the news window, and most traders do not, no matter how good the backtest looks. Backtests routinely overstate news-window performance because historical data fills you at the mid price instead of the brutal real fill you would actually get.

There is also the funded-account trap. A firm can advertise unrestricted news trading on the evaluation and then quietly restrict it on the funded account, the way some plans flip to a no-entry window once you reach the paid stage. Read the funded rulebook first. The drawdown math on that funded account is what keeps the whole thing alive, and we break that down in our guide to prop firm trailing drawdown for algo traders.

The Bottom Line

More futures prop firms allow news trading in 2026 than ever before, and that is a real improvement for anyone running a strategy that genuinely benefits from it. Apex, My Funded Futures, Bulenox, FundingTicks, and others have all been cited as permitting it in some form, with the usual caveats about account type and behavior rules. Every one of those policies deserves a direct check before you rely on it, because this is the most fluid corner of the prop firm rulebook.

The harder truth is that permission does not change the physics of the release. Slippage, gaps, and spread blowouts are still waiting in that window, and a bot will walk into all three at full speed unless you build it not to. The traders who do best with these new rules are usually the ones who use the freedom to stay out, flatten cleanly around the print, and let the chaos pass. Allowed is a checkbox. Advisable is a decision you make in your code.