Advisories

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

CFE Inaccurate Settlement Prices

Advisory CA036-18

CFE Inaccurate Settlement Prices

The settlement prices for the Wednesday December 5th trade day on CFE were not properly handled by TT CFE Gateways. For example, the Tuesday, December 4th settlement of 19.425 for the VX Dec18 contract is being displayed instead of the of Wednesday December 5th settlement of 19.025. Customers should be aware that these inaccurate settlement prices could impact automated trading tools that are set to trigger off of net change.

Customers with X_RISK can manually amend the settlement prices if desired.  Further details can be found in our Help Library.

The next settlement will be at approximately 3:30pm CST today, when the updated proper settlements should replace the current settlements.

U.S. Toll Free:   +1 877 424 8844

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London:            +44 20 7621 8181

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Tokyo:              +81 3 4577 8345

National Day of Mourning for George H.W. Bush

Advisory CA035-18

National Day of Mourning for George H.W. Bush

Following the announcement that the U.S. government will be closed on Wednesday 5th December 2018 for the national day of mourning for former U.S. President George H. W. Bush, trading schedules across multiple markets, primarily fixed income and equities, may be amended with some closed for trading on this date.

Please verify trading schedules with the various exchanges.

FMDS Trade Calendar Update

Advisory CA034-18

FMDS Trade Calendar Update

FMDS TradeCalendar.xml and TradeCalendar_primary.xml files have been updated and are currently available for download via the Miscellaneous  section of the TT Download Center.

Updates include…

  • Eurex extension of trading hours as of December 10

To upload these files to FMDS:

  • Navigate to <drive letter>:\tt\config.
  • Back up existing TradeCalendar.xml and TradeCalendar_primary.xml files.
  • Copy the latest TradeCalendar.xml and TradeCalendar_primary.xml files downloaded from the TT Download Center into this directory.

Should you have any questions, please contact TT Support.

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CME GTD Orders and Fills During Thanksgiving Holiday

Advisory CA033-18

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 21st will be for the trade date of Friday, November 23rd, 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 rollover on Thursday, November 22nd.  To perform this configuration change, open the \TT\config\CME_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 23rd.

 

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 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

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