May 31: LSE – Introduction of FTSE 100 Index Weekly Options

Advisory CA024-16

May 31: LSE – Introduction of FTSE 100 Index Weekly Options

On Tuesday, May 31, LSE will  launch FTSE 100 Index Weekly Options. For additional information, please see Market Notice 2016/027.

TT Impact:

In order to trade these products, customers must apply an updated pMerge file on all LSE Gateways.  The updated pMerge file is available in the Download Center on the TT Website, here.

To apply the pMerge file, complete the following steps:

  1. Copy the attached LSE.pmg file to <drive letter>:\tt\config.
  2. Stop GuardServer.
  3. Navigate to <drive letter>:\tt\bin.
  4. Double-click pMerge.exe. The Enter Exchange Name window appears.
  5. Specify the exchange name and flavor and click OK. The Open Guardian product table merge file window appears.
  6. Navigate to <drive letter>:\tt\config and select the LSE.pmg file.
  7. Note: pMerge will update the existing Guardian Product Table with the correct values. After pMerge completes its tasks, the pMerge status bar displays Finished.
  8. Close the pMerge status bar.
  9. Start GuardServer.

Note: The above-listed steps need to be repeated for each LSE Gateway.

After pMerge runs, verify that the Guardian Product Table contains the following values:

Contract Product Code Point Value
Week 1 FTSE 100 option W1UKX 10
Week 2 FTSE 100 option W2UKX 10
Week 4 FTSE 100 option W4UKX 10
Week 5 FTSE 100 option W5UKX 10

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CME GTD Orders and Fills During Memorial Day Holiday

Advisory CA023-16

Due to the observance of Memorial Day, CME day orders placed on Sunday May 29th will be for the trade date of Tuesday, May 31st and will not expire until Tuesday’s close.

 

In order to maintain fill records over this extended session, the TT CME Fill Server must be configured to not rollover on Monday, May 30th.  To perform this configuration change, open the \TT\config\CME_Rollover_Schedule.ini file and comment out Monday’s line.

 

#sunday = 22:37:00,21:37:00

#monday= 22:37:00,21:37:00

tuesday= 22:37:00,21:37:00

wednesday= 22:37:00,21:37:00

thursday= 22:37:00,21:37:00

friday= 22:37:00,21:37:00

#saturday= 22:37:00,21:37:00

 

Revert this configuration change on Tuesday May 31st.

 

Important Notes

  • This configuration change will impact all products that trade via TT CME Gateways.  If any contracts are not observing adjusted trade dates due to the holiday, fill records for those contracts will remain visible over multiple trade dates.
  • Customers using Drop Copy FIX Adapters should verify that their systems will not pull fill records in a way that will result in the same fill being pulled twice, as fill records will not be purged on Monday as usual.

For more information regarding the exchange schedule please click here.

NOTE: Due to CME’s observance of the following holidays in 2016, the same “TT CME Fill Server” configuration change noted above must be carried out for each holiday.  We will send updated Customer Advisories in the days leading up to each, which will include the specifics for that particular holiday. 

 US Holiday  Date
 Independence Day  July 4, 2016
 Labor Day  September 5, 2016
 Columbus Day  October 10, 2016
 Veteran’s Day  November 11, 2016
 Thanksgiving Day  November 24, 2016
 Christmas Day (observed)  December 26, 2016
 New Year’s Day (observed)  January 2, 2017

Should you have any questions, please contact your local TAM

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FMDS Trade Calendar Update

Advisory CA022-16

FMDS Trade Calendar Update

FMDS TradeCalendar.xml and TradeCalendar_primary.xml files have been updated and are currently available for download via the Miscellaneous  section of the TT Download Center.

This update corrects a Holiday on Eurex where some products were incorrectly showing as closed on 2016-05-15. After this update, there will be several Eurex Equity Index products that will show gaps for the holiday, but every product that was trading will show that day’s activity.

Please update as soon as possible

To upload these files to FMDS:

  • Navigate to <drive letter>:\tt\config.
  • Back up existing TradeCalendar.xml and TradeCalendar_primary.xml files.
  • Copy the latest TradeCalendar.xml and TradeCalendar_primary.xml files downloaded from the TT Download Center into this directory.

Should you have any questions, please contact TT Support.

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HKEx – Introduction of New Sector Index Futures

Advisory CA021-16

HKEX – Introduction of New Sector Index Futures

On Tuesday, May 3rd, HKEx launched Sector Index Futures.

 

TT Impact:

 

In order to trade these products, customers must apply an updated pMerge file on all HKEx Gateways.  The updated pMerge file is available in the Download Center on the TT Website, here.

 

To apply the pMerge file, complete the following steps:

  1. Copy the attached HKEx.pmg file to <drive letter>:\tt\config.
  2. Stop GuardServer.
  3. Navigate to <drive letter>:\tt\bin.
  4. Double-click pMerge.exe. The Enter Exchange Name window appears.
  5. Specify the exchange name and flavor and click OK. The Open Guardian product table merge file window appears.
  6. Navigate to <drive letter>:\tt\config and select the HKEx.pmg file.
  7. Note: pMerge will update the existing Guardian Product Table with the correct values. After pMerge completes its tasks, the pMerge status bar displays Finished.
  8. Close the pMerge status bar.
  9. Start GuardServer.

Note: The above-listed steps need to be repeated for each HKEx Gateway.

After pMerge runs, verify that the Guardian Product Table contains the following values:

Contract Product Code Point Value
CES GamingTop 10 Index Futures Contracts GTI 50
Hang Seng Mainland Oil & Gas Index Futures Contracts MOI 50
Hang Seng Mainland Banks Index Futures Contracts MBI 50
Hang Seng Mainland Healthcare Index Futures Contracts MCI 50
Hang Seng Mainland Properties Index Futures Contracts MPI 50
Hang Seng IT Hardware Index Futures Contracts ITI 50
Hang Seng Software & Service Index Futures Contracts SSI 50