Try TT Now

CME GTD Orders and Fills During Memorial Day Holiday

Advisory CA022-17
May 25, 2017
Customer Advisory

Due to the observance of the Memorial Day Holiday, CME day orders placed on Sunday, May 28th will be for the trade date of Tuesday, May 30th 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, May 30th.  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 May 30th.

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 Memorial 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
Independence Day July 4, 2017
Labor Day September 4, 2017
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.