*UPDATE* FMDS Trade Calendar Update

Advisory CA050-16

As an update to CA049-16, revised TradeCalendar.xml and TradeCalendar_primary.xml files are now available for download via the Miscellaneous section of the TT Download Center.

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CA049-16:

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.

Updates include:

  • Extended times for Interest Rate and Equity products, and CBOT contract edits to address possible gaps in charting on Nov 24 (Thanksgiving 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.

FMDS Trade Calendar Update

Advisory CA049-16

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.

Updates include:

  • Extended times for Interest Rate and Equity products, and CBOT contract edits to address possible gaps in charting on Nov 24 (Thanksgiving 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.

CME GTD Orders and Fills During Thanksgiving Day Holiday

Advisory CA048-16

Due to the observance of Thanksgiving Day, CME day orders placed after 1645 CT/1745 ET on Wednesday, November 23rd are for the trade date Friday, November 25th and will continue working until Friday’s close.

In order to maintain fill records over this extended session, the TT CME Fill Server must be configured to not rollover on Thursday, November 24th.  To perform this configuration change, open the \TT\config\CME_Rollover_Schedule.ini file and comment out Thursday’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 Friday, November 25th.

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
Christmas Day (observed) December 26, 2016

New Year’s Day (observed)

January 2, 2017

Should you have any questions, please contact your local TAM

FMDS Trade Calendar Update

Advisory CA047-16

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.

Updates include: 

  • Thanksgiving Holidays
  • New SFE Hour extensions
  • New SGX Hour extensions
  • Fix for interval start times for SGX schedules

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.