The legacy trading system (X Windows/Solaris/C++ based) was originally written in a time where market volumes were low so you couldn't have more than 10,000 orders (due to a limit on the size of the order id field).
As volumes increased in the late 2000's, there were days where we were in danger of running out of orders ids.
The fix? The system generated order ids 7 days a week even if trading only happened 5 days so we "borrowed" order ids from Saturday.
The legacy trading system (X Windows/Solaris/C++ based) was originally written in a time where market volumes were low so you couldn't have more than 10,000 orders (due to a limit on the size of the order id field).
As volumes increased in the late 2000's, there were days where we were in danger of running out of orders ids.
The fix? The system generated order ids 7 days a week even if trading only happened 5 days so we "borrowed" order ids from Saturday.