CME GTD Orders and Fills During Independence Day Holiday

Advisory CA027-16

CME GTD Orders and Fills During Independence Day Holiday

Due to the observance of Independence Day, CME day orders placed on Sunday, July 3rd will be for the trade date of Tuesday, July 5th 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, July 4th.  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 July 5th.

 

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
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 CA026-16

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.

The new trade calendars have updates for the following holidays:
 

US Independence Day
Tokyo Marine Day
Malaysia Hari Raya Puasa
Canada Canada Day and Civic Holiday

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.

If you no longer wish to receive Customer Advisories, please Unsubscribe.

Potential Issue with RTD Formulas After Upgrading to X_TRADER® 7.17.65

Advisory CA025-16

Potential Issue with RTD Formulas After Upgrading to X_TRADER® 7.17.65

We have discovered a potential issue for traders using RTD formulas after upgrading to X_TRADER® 7.17.65.  Specifically, RTD formulas will not work after upgrading to this version of X_TRADER® unless a Pro license is used.  RTD formulas should not require an X_TRADER® Pro license.

X_TRADER® 7.17.66 will be released next week, which will again remove the requirement of a Pro license for RTD formulas.  Customers who use RTD formulas and who do not have a Pro license should not upgrade to X_TRADER® 7.17.65, and should instead wait for the release of 7.17.66.

Should you have any questions, please contact your local TAM.