Reply To: Is it typical to roll Endur dates separately?

KWA Staff L

It’s pretty common to split the Trading and Business date roll where trades are continually being entered outside of standard business hours. Depending on your situation (are you running a single EOD or multi-region?) you could use the trade date roll as the cutoff for including trades in EOD processing, ensuring any user sessions through which deals will be inserted ( manually or automatic) have the security privilege to accept the trade date update. If the eod starts overnight it is also useful to use the split dates approach in case of interruptions or overuns in EOD processes.

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