CME GTD Orders and Fills During Labor Day Holiday

Advisory CA028-18

CME GTD Orders and Fills During Labor Day Holiday

Due to the observance of the Labor Day Holiday, CME day orders placed on Sunday, September 2nd will be for the trade date of Tuesday, September 4th 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 3rd.  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 4th.

 

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 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

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