FMDS Trade Calendar Update

Advisory CA005-17

FMDS Trade Calendar Update

An FMDS TradeCalendar.xml file has been updated and is currently available for download via the Miscellaneous  section of the TT Download Center.

NOTE: there have been no changes to the TradeCalendar_primary.xml file for the update listed below.

Updates include:

  • Updated Trade Calendar due to incorrect close times for Australia Day on SFE.

 To upload this file 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 CA004-17

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:

  • Updated Trade Calendar due to incorrect close dates for Lunar New Year for MSCI Taiwan Futures on SGX versus Taiex Exchange

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.

New Market Segment for CME FX Futures and Options

Advisory CA003-17

On Sunday, January 22, CME Group will launch a new market segment for some CME FX futures and options markets. For additional information, please visit the CME Group Customer Forum page.

Per the exchange, customers should cancel all Good ‘Till Cancel (GTC) and Good ‘Till Date (GTD) orders for all User-Defined Spreads (UDS) on Market Segment ID 52 by the close on Friday, January 20.

Please note that CME Group will host a mock trading session on Saturday, January 21. All customers who support these market segments are strongly encouraged to participate. Customers are required to register in advance and join the conference bridge line on Saturday in order to participate in the new FX market segment mock trading session. For more information about the Mock Trading Sessions, please view the mock trading session script.

TT Impact

After the close on Friday, January 20th, customers should replace the existing CME-MSGWs.cfg file in the <drive>:\TT\config folder with the CME-MSGWs.cfg file located HERE.

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

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

CME GTD Orders and Fills During Dr. Martin Luther King, Jr. Holiday

Advisory CA002-17

Due to the observance of the Dr. Martin Luther King, Jr. Holiday, CME day orders placed on Sunday, January 15th will be for the trade date of Tuesday, January 17th 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, January 16th.  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 January 17th.

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, and refer to the “Compact Excel” file for the Dr. Martin Luther King Jr. Holiday. 

NOTE: Due to CME’s observance of the following holidays in 2017, “TT CME Fill Server” configuration changes must be carried out for each holiday.  We will send updated Customer Advisories in the days leading up to each, which will include specifics for that particular holiday.

 US Holiday  Date
 President’s Day  February 20, 2017
 Good Friday  April 14, 2017
 Memorial Day  May 29, 2017
 Independence Day  July 4, 2017
 Labor Day  September 4, 2017
 Columbus Day  October 9, 2017
 Veterans Day  November 10, 2017
 Thanksgiving  November 23, 2017
 Christmas Day  December 25, 2017
 New Year’s Day  January 1, 2018

Should you have any questions, please contact your local TAM

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