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CME GTD Orders and Fills During Memorial Day Holiday

Advisory CA023-16
May 23, 2016
Customer Advisory

Due to the observance of Memorial Day, CME day orders placed on Sunday May 29th will be for the trade date of Tuesday, May 31st 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 31st.

 

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
 Independence Day  July 4, 2016
 Labor Day  September 5, 2016
 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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