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CME GTD Orders and Fills During Labor Day Holiday

Advisory CA035-17
August 28, 2017
Customer Advisory

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

#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 5th.

 

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 2017, “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
Columbus Day October 9, 2017
Veterans Day November 10, 2017
Thanksgiving November 23, 2017
Christmas Day December 25, 2017
New Year’s Day January 1, 2018

Should you have any questions, please contact your local TAM