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CME GTD Orders and Fills During Christmas Day Holiday

Advisory CA059-16
December 19, 2016
Customer Advisory

Due to the observance of Christmas Day, CME day orders placed on Monday, December 26th will be for the trade date of Tuesday, December 27th 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, December 26th.  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 December 27th.

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.

NOTE: Due to CME’s observance of the following holidays in 2016, “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
New Year’s Day (observed)   January 2, 2017

Should you have any questions, please contact your local TAM

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