CME GTD Orders and Fills During Labor Day Holiday

Advisory CA035-17

Due to the observance of the Labor Day Holiday, CME day orders placed on Sunday, September 3rd will be for the trade date of Tuesday, September 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, September 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, September 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, and refer to the “Compact Excel” file for the Labor Day 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
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

FMDS Trade Calendar Update

Advisory CA034-17

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:

  • Added a late opening time for UK Summer Bank Holiday (28th/Aug) affecting ICEUSCoffeeSchedule, ICEFuturesUSCocoaSchedule
  • Added a bank holiday for Hong Kong related schedules for (23th/Aug) due to bank/market closure

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.

OSE Rollout of Tailor Made Combination (TMC) Fillis

Advisory CA033-17

OSE Rollout of Tailor Made Combination (TMC) Fills

 

On August 28, OSE will introduce enhanced ticking granularity on Options Tailor Made Combination (TMC) outright fills. In order to handle the ticking changes for these products, upgrades are required on these applications to the following versions:

 

Gateway:

  • OSE 7.18.8 (releasing later this week)

Client Applications:

  • X_TRADER 7.17.75 (releasing later this week)
  • X_RISK 7.17.74
  • TT User Setup 7.17.x
  • FIX Adapter 7.17.94
  • TTAPI 7.17.74
  • X_TRADER API 7.17.74
  • Algo SE 7.17.74
  • Synthetic SE 7.17.74
  • Historical Fill Server 7.17.51
  • Autospreader SE 7.17.74

 

NOTE: Client software versions prior to those listed above will crash or become unresponsive if connecting to a Gateway running OSE 7.18.8 software.

 

After August 28, customers who receive fills with four-decimal precision on TMC leg fills will not see the correct precision displayed unless TT software is upgraded to the versions listed above. For example, a fill at a price which should display as 0.4383 will instead display as 43.83.  OSE 7.18.8, along with X_TRADER 7.17.75, also introduces support for the submission of wholesale orders with four-decimal precision.

 

Should you have any questions, please contact your TAM.

FMDS Trade Calendar Update

Advisory CA032-17

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 LiffeAEXIndexSchedule to show trades executed between 21:55 to 22:00 (Pre-close phase)
  • Updated LiffeCAC40Schedule to show trades executed between 21:58 to 22:00 (Pre-close phase)

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.