The Altieri company makes "cozies" for these situations. They're basically long, insulated socks that you can stick over your horn when you're not playing it. It helps to keep it at the same temperature it as when you last blew into it.
I have one for my oboe and clarinet and have used them in cold pits with good results.
http://www.altieribags.com/ww_accessories.html
I have one for my oboe and clarinet and have used them in cold pits with good results.
http://www.altieribags.com/ww_accessories.html