CFE Gateway GTD Orders and Fills for 2020 Holidays
Due to the observance of multiple holidays during 2020, CFE day orders placed on the day prior to the holiday will not expire until the trade day’s close after the holiday. In order to maintain fill records over these extended sessions, the CFE Order Server must be configured to not purge fills on the holiday itself.
Customers should amend the “NoPurgeDates=” setting under the [OrderServer] section within the hostinfo.cfg. By performing this configuration change, the CFE gateway will purge the fills correctly after the exchange halt.
Note that the first holiday is on January 20, 2020, so customers should make this configuration change prior to that date.