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
Revert this configuration change on Thursday, July 5th.
- 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.
|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