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CME GTD Orders and Fills During Martin Luther King Holiday

Advisory CA005-16
January 15, 2016
Customer Advisory

Due to the observance of Martin Luther King Day, CME day orders placed on Sunday, January 17th and Monday, January 18th will be for the trade date of Tuesday, January 19 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, January 18th.  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, January 19th.

 

For more information regarding the exchange schedule please click here.


Should you have any questions, please contact your local TAM
 

 

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