Advisories

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CME GTD Orders and Fills During Thanksgiving Holiday

Due to the observance of the Thanksgiving Day Holiday, CME day orders placed after 17:00 CST on Wednesday, November 27th will be for the trade date of Friday, November 29th, and will not expire until Friday’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 Thursday, November 28th. To perform this configuration change, open the TTconfigCME_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 29th.

 

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 Thursday as usual.

 

For more information regarding the exchange schedule please click here, and refer to the “Compact Excel” file for the Thanksgiving 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.

 

US Holiday

Date

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

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