donizetti has contributed to 14 posts out of 21176 total posts
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Yes, highs & lows of each bar are wrong again.
XG# EX# SW#
expired & rolled today at 07:00am EST
BD# still does not work Edited by donizetti on Jun 17, 2005 at 07:47 AM
Hello.
there is no data for BD#, BL# and EZ# since expiration of June contracts on 08.june at 06:30am EST.
please fix this.
best regards donizetti
Quote: That is correct, we had code in place to roll everything, however, there seems to be some contacts that don't conform to the standards we had though. Thus, we will be taking care of the EuroFX the Brandon needed this weekend. if you have a list of other contracts that roll this weekend let me know and we will get them rolled too.
Thanks
--- Original message by DTN_Jay_Froscheiser on Jun 3, 2005 04:21 PM But the june EUROFX contract still has more volume than the sept. contract. IMO roll over for FX should happen when the sept. contract volume is higher than the june volume.
Eurex interest rate derivates rolled over & expired (=no more quotes for june contract) at 06:00am EST
BD# BL# EZ# Edited by donizetti on Jun 8, 2005 at 10:04 AM
DAX (XG#) backfill does not work (no data for friday 13-14 EST)
please fix this
There are no Eurex quotes for index derivates (e.g. XG#) since 03:00 EST.
there are no Eurex quotes (e.g. BD#) from 02:00 - 02:40 EST
Any chance to get this hole backfilled?
regards
@marketdataservices
No it is not resolved, the quotes are still messed up on XG# as i type this (03:00am EST or 09:00 german time). Highs & Lows of each 1 minute bar are corrupt. Also yesterdays quotes are still not corrected.
regards donizetti
And not only XG.
EX, SW and BD (and most likely all other EUREX derivates) are affected as well.
Any ETA when you offer backfill for the data gaps (07.53-09:38 EST)?
jay,
are there any news about the server and client components?
best regards
Thanks.
How can i change my datafeed subscription (i currently have E-mini feed)?
best regards
Hello.
Is the CME E-mini RT feed included in the "full" CME RT feed or do i have to pay both exchange fees to get the complete CME feed?
best regards
Add seconds to the quote timestamp.
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