Advisories

Keep informed of topics that impact X_TRADER® trading environments. Visit the TT app's Message Center to access TT platform advisories.

UPDATE – ICE Futures Europe Contracts Transitioning to ICE Futures U.S. Energy Division

Advisory CA011-18

UPDATE – ICE Futures Europe Contracts Transitioning to ICE Futures U.S. Energy Division

TT previously released CA009-18, which provided details regarding the transition of ICE North American Oil and ICE Financial Natural Gas Liquids products from ICE Futures Europe (“IFEU”) to ICE Futures U.S. (“IFUS”).  

Please note that the following:

  • From a market data subscription perspective, the ICE North American Oil and ICE Financial Natural Gas Liquids products will NOT be under the ICE Futures U.S. product group. Customers wishing to subscribe to these products must continue to be entitled for the “IFEU Energy Div Oil” which will soon be renamed “Energy Div Oil”.
  • As part of the transition, SMA customers may have ordered and configured new ClearingFirms (Tag 439) and/or ClearingAccounts (Tag 440 ). TT reminds customers to update these fields in TT User Setup and/or X_TRADER as needed.

If you have any questions, please contact your Technical Account Manager.

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ICE Futures Europe Contracts Transitioning to ICE Futures U.S. Energy Division

 

As stated in ICE Circular 18002, on February 19, 2018, ICE will transition certain ICE North American Oil and ICE Financial Natural Gas Liquids products from ICE Futures Europe (“IFEU”)  to ICE Futures U.S. (“IFUS”).  

 

On February 19:

  • Transitioning contracts will be removed from IFEU and added to IFUS
  • Contract codes will remain the same
  • Positions will be transitioned with the contracts

To support this, ICE will add a new market type ID (165) which will be under the ICE OTC and ICE ORC Options multicast groups.  

Customer Impact

Customers should ensure that traders who can access the “IFEU Energy Div Oil” market data product group can access the “ICE Futures U.S” market data product group prior to February 19. If the trader no longer requires the “IFEU Energy Div Oil” product group, customers should ensure that this market data product group is disabled to prevent being reported for market data usage.

 

As the products are being migrated to a new market type ID (165), this market ID must be added to the MarkeTypeIds list in the ICE_IPE Host.info file. The comments section can be optionally updated. Additionally, market type ID 165, should be added to [OTC] and [OTC Options] in the multicastgroups.cfg file.

 

No other Gateway changes are needed.

 

If you have any questions, please contact your Technical Account Manager.

ICE Documentation

For a list of affected products, see https://www.theice.com/publicdocs/circulars/18002_attach.pdf.

For a copy of the ICE Circular, see https://www.theice.com/publicdocs/circulars/18002.pdf.

CME GTD Orders and Fills During President’s Day Holiday

Advisory CA010-18

Due to the observance of the President’s Day Holiday, CME day orders placed on Sunday, February 18th will be for the trade date of Tuesday, February 20th 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, February 19th.  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 February 20th.

 

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, and refer to the “Compact Excel” file for the President’s Day Holiday.

 

NOTE: Due to CME’s observance of the following holidays in 2018, “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
Good Friday March 30, 2018
Memorial Day May 28, 2018
Independence Day July 4, 2018
Labor Day September 3, 2018
Thanksgiving November 22, 2018
Christmas Day December 25, 2018
New Year’s Day January 1, 2019

Should you have any questions, please contact your local TAM

 

ICE Futures Europe Contracts Transitioning to ICE Futures U.S. Energy Division

Advisory CA009-18

ICE Futures Europe Contracts Transitioning to ICE Futures U.S. Energy Division

 

As stated in ICE Circular 18002, on February 19, 2018, ICE will transition certain ICE North American Oil and ICE Financial Natural Gas Liquids products from ICE Futures Europe (“IFEU”)  to ICE Futures U.S. (“IFUS”).  

 

On February 19:

  • Transitioning contracts will be removed from IFEU and added to IFUS
  • Contract codes will remain the same
  • Positions will be transitioned with the contracts

To support this, ICE will add a new market type ID (165) which will be under the ICE OTC and ICE ORC Options multicast groups.  

Customer Impact

Customers should ensure that traders who can access the “IFEU Energy Div Oil” market data product group can access the “ICE Futures U.S” market data product group prior to February 19. If the trader no longer requires the “IFEU Energy Div Oil” product group, customers should ensure that this market data product group is disabled to prevent being reported for market data usage.

 

As the products are being migrated to a new market type ID (165), this market ID must be added to the MarkeTypeIds list in the ICE_IPE Host.info file. The comments section can be optionally updated. Additionally, market type ID 165, should be added to [OTC] and [OTC Options] in the multicastgroups.cfg file.

 

No other Gateway changes are needed.

 

If you have any questions, please contact your Technical Account Manager.

ICE Documentation

For a list of affected products, see https://www.theice.com/publicdocs/circulars/18002_attach.pdf.

For a copy of the ICE Circular, see https://www.theice.com/publicdocs/circulars/18002.pdf.

CME Initiated User-Defined Spreads Deletion

Advisory CA008-18

Event Summary: CME Group will be deleting all User-Defined Spread Instruments (UDS) on CME and CBOT Equity options Market Segment 54 during today’s maintenance window, 2/7/2018. Any UDS with resting GT orders will not be deleted.

TT Services Impacted: Due to the User Defined Spreads being deleted by the CME exchange, clients may see stale UDS instruments within their application. 

TT recommend course of action for customers: No course of action needed.

 

Exchanges impacted: CME 

 

Prices impacted: No

 

New order entry impacted: Yes, for those UDS instruments that are removed by CME

 

Working orders impacted: No, as CME indicated that resting GT orders will not be deleted.

CME Announcement:

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CME Group will be deleting all User-Defined Spread Instruments (UDS) on CME and CBOT Equity options Market Segment 54 during today’s maintenance window, 2/7/2018. Any UDS with resting GT orders will not be deleted.

As a reminder, UDS instruments can be deleted midweek. When this occurs, CME Globex sends a Security Definition message (tag 35=d) with the instruction to delete the instrument with tag 980-SecurityUpdateAction=D (delete). A tag 48-SecurityID value from a deleted instrument can be reassigned to a newly listed instrument within the same week; therefore, CME Group strongly recommends the client system process the Security Definition message (tag 35=d) with the tag 980=D as received.

If you have any questions, please contact the CME Global Command Center in the U.S. at +1 800 438 8616, in Europe at +44 20 7623 4747 or in Asia at +65 6532 5010.

The sender provided the following contact information. 
Sender’s Name: CME Global Command Center 
Sender’s Email:gcc@cmegroup.com 
Sender’s Contact Phone: 1800 438 8616

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If you have any questions, please contact TT Support:

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Chicago:           +1 312 476 1002

London:            +44 20 7621 8181

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