CME GTD Orders and Fills During Thanksgiving Day Holiday

Advisory CA041-17

Due to the observance of Thanksgiving Day, CME day orders placed on after 16:00 CST Wednesday, November 22nd will be for the trade date of Friday, November 24th and will not expire 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 23rd.  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 24th.

 

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
Christmas Day December 25, 2017
New Year’s Day January 1, 2018

Should you have any questions, please contact your local TAM 

Veteran’s Day Holiday

Advisory CA040-17

Please be advised that on Veteran’s Day, Friday November 10, 2017, TT Support will operate normal business hours. However, license requests submitted on Friday, November 10 will be processed Monday, November 13 during normal US office hours.

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

FMDS Trade Calendar Update

Advisory CA039-17

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:

  • Time changes for US on 5th Nov

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.