CME GTD Orders and Fills During Independence Day Holiday
Due to the observance of Independence Day, CME day orders placed on Sunday, July 3rd will be for the trade date of Tuesday, July 5th 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, July 4th. 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
Revert this configuration change on Tuesday 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.
NOTE: Due to CME’s observance of the following holidays in 2016, the same “TT CME Fill Server” configuration change noted above must be carried out for each holiday. We will send updated Customer Advisories in the days leading up to each, which will include the specifics for that particular holiday.
|Labor Day||September 5, 2016|
|Columbus Day||October 10, 2016|
|Veteran’s Day||November 11, 2016|
|Thanksgiving Day||November 24, 2016|
|Christmas Day (observed)||December 26, 2016|
|New Year’s Day (observed)||January 2, 2017|
Should you have any questions, please contact your local TAM.
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