CME GTD Orders and Fills During Independence Day Holiday

Advisory CA026-18

Due to the observance of the Independence Day Holiday, CME day orders placed on Tuesday, July 3rd will be for the trade date of Thursday, July 5th, and will not expire until Thursday’s close.

 

In order to maintain fill records over this extended session, the TT CME Fill Server must be configured to not rollover on Wednesday, July 4th.  To perform this configuration change, open the \TT\config\CME_Rollover_Schedule.ini file and comment out Wednesday’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 Thursday, 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, and refer to the “Compact Excel” file for the Independence Day Holiday.

 

NOTE: Due to CME’s observance of the following holidays in 2018, “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
Labor Day September 3, 2018
Thanksgiving November 22, 2018
Christmas Day December 25, 2018
New Year’s Day January 1, 2019

Should you have any questions, please contact your local TAM

CME Outage

Advisory CA025-18

Here is Customer Advisory sent by the CME.

Due to required maintenance at 9:45 CDT some Convenience Gateway customers will be disconnected and will need to reconnect to their back-up Convenience Gateway. Those customers that subscribe to Cancel on Disconnect will have their Day Orders cancelled.

If you have any questions, please contact the CME Global Command Center in the U.S. at +1 800 438 8616, in Europe at +44 20 7623 4747 or in Asia at +65 6532 5010.

The sender provided the following contact information.
Sender’s Name: CME Global Command Center
Sender’s Email:gcc@cmegroup.com
Sender’s Contact Phone: 1800 438 8616