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CME GTD Orders and Fills During Labor Day Holiday

Advisory CA037-16
August 29, 2016
Customer Advisory

Due to the observance of Labor Day, CME day orders placed on Sunday, September 4th will be for the trade date of Tuesday, September 6th 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 5th.  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 6th.

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, 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. 

US Holiday Date
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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