Due to the observance of the Memorial Day Holiday, CME day orders placed on Sunday, May 26th will be for the trade date of Tuesday, May 28th 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 roll over on Monday, May 27th. To perform this configuration change, open the TTconfigCME_Rollover_Schedule.ini file and comment out Monday’s line.
#sunday = 22:37:00,21:37:00
Revert this configuration change on Tuesday, May 28th.
- 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 2019, “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.
|Independence Day||July 4, 2019|
|Labor Day||September 2, 2019|
|Thanksgiving||November 28, 2019|
|Christmas Day||December 25, 2019|
|New Year’s Day||January 1, 2020|
Should you have any questions, please contact your local TAM