We use high-frequency data to examine the effects of introducing a night trading session at the Shanghai Futures Exchange (SHFE) in 2013. For Copper, the realized volatility of the regular session is endogenously determined, while the night session is driven by the immediately preceding volatility of the London Metal Exchange (LME). In contrast, Chinese Aluminum futures are more resistant to exogenous factors and show pronounced long memory. We find no indications that the SHFE draws volume from LME. The existing break between daytime and night session has significant informational content and must be separated when processing intraday data.