Due to the observance of the Memorial Day Holiday, CME day orders placed on Sunday, May 27th will be for the trade date of Tuesday, May 29th 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, May 28th. 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
Revert this configuration change on Tuesday May 29th.
- 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 Memorial 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.
||July 4, 2018
||September 3, 2018
||November 22, 2018
||December 25, 2018
|New Year’s Day
||January 1, 2019
Should you have any questions, please contact your local TAM