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November 9th – ICE: Updated Eris Product Name Changes

During the scheduled maintenance window on the evening of Friday, November 6th effective for trade date Monday, November 9th, ICE will be updating the names of several Eris products under the Interest Rate Futures market type.  These changes are currently set up and available in API Test for testing.  

Following is a list of the old and new contract names, as viewable via X_TRADER:

 

TT Impact

The Cleared Alias field on ICE exchange corresponds to TT’s product symbol. To accommodate these changes, after the close for trading on November 9 and prior to the new trading session start, customers will need to complete the following…

  • Any GTC orders placed on these products must be deleted before the start of trading on November 9th (for the trading session of November 9).
  • Existing TT User Setup product and risk limits created for these products will need to be updated to reflect the new Cleared Alias (product symbol) indicated in the attached file.
    • This step can be completed any time prior November 9th.
  • RTD Links and X_TRADER® API programs, including X_TRADER® Plug-Ins which reference these products, will need to be updated to reflect the new Cleared Alias as indicated in the attached file.
  • X_TRADER workspaces containing these products will need to be updated and re-saved after trading begins on November 9th (for the trading session of November 9).
  • If FMDS is configured to record these products, the following updates should be done:
    • To continue recording the data for the impacted products, update all product names to the new Cleared Alias name in their <drive letter>:\tt\config\fmds.cfg file.
    • Customers must also convert their existing FMDS databases if they wish to reference historical contract data following the change. The contract information that has been stored in the FMDS database must be renamed to use the new product symbol. Contracts are renamed in the FMDS Database using the FMDSFileMonkey command line tool. Refer to the FMDS Help Library for procedures regarding how to rename contracts in the fmds.cfg file and FMDS Database.
  • Open positions in these products will need to be moved by manually publishing Start of Day positions in the new Cleared Alias.
  • FIX Adapter will now forward new Cleared Aliases in Tag 55 (Symbol). Therefore, FIX Client applications must be able to receive these new symbols in Tag 55 by November 9th.
  • Users must manually transfer positions to the new Cleared Aliases via X_RISK.
  • As this change does not alter the product’s series keys, old and new fills will continue to reflect the old product name in both Trade Tracker and Historical Fill Server records. Trade Tracker and Historical Fill Server users should work with their TAM to convert previously recorded data to the new Cleared Aliases.
  • If any Algo Definitions deployed contain any static Instrument Blocks pointing to the affected instruments, then customers must update the templates with the new instruments and re-deploy. This means that any linked Algo Templates will need to be rebuilt.

Should you have any questions, please contact your local TAM.