Incorrect Tick Size for Mini S&P (ES) Options
As of the June 10 trade day, some customers have reported the Mini S&P (ES) quarterly and weekly options have been showing incorrect tick sizes. Those customers who host their own TT CME Gateways should roll back to the previous CME Gateway version (18.104.22.168p128, which is also available on the TT website or via your Technical Account Manager). Note that by rolling back, the fix for the issue where UDS contracts that existed prior to CME’s mid-week deletion and are re-created mid-week were appearing as expired will be reintroduced. It is recommended that customers roll back a secondary price server prior to the CME maintenance period between 4 pm and 5 pm so that the rolled back price server will be available during the maintenance period to receive settlement and contract information from the exchange. Following the maintenance period, customers can then fail over to the rolled back price server
TTNET will be performing maintenance specific to the hosted environment this afternoon in an attempt to restore the proper tick sizes.
For further information, please contact your TT Technical Account Manager.