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CME GTD Orders and Fills During Thanksgiving Day Holiday

Advisory CA048-16
November 17, 2016
Customer Advisory

Due to the observance of Thanksgiving Day, CME day orders placed after 1645 CT/1745 ET on Wednesday, November 23rd are for the trade date Friday, November 25th and will continue working until Friday’s close.

In order to maintain fill records over this extended session, the TT CME Fill Server must be configured to not rollover on Thursday, November 24th.  To perform this configuration change, open the \TT\config\CME_Rollover_Schedule.ini file and comment out Thursday’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 Friday, November 25th.

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
Christmas Day (observed) December 26, 2016

New Year’s Day (observed)

January 2, 2017

Should you have any questions, please contact your local TAM