Hi,
Big probleme datafeed on eurex et euronext...

alaindua

same here

XGZ6 and BDZ6 is jumping around 2-6 Ticks more (!) as the real trading is doing!

Please do something!!!

I confirm the problem encountered by alaindua and prowler, the ticks and volumes are incorrect on eurex and fce

our Engineering staff is currently looking into this....

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Jay Froscheiser
DTN - Trading Markets

it appears that our primary datacenter is currently processing both a delayed and real time feed. This is causing the numbers/volume to jump around. You will notice the trade time also jumping between a 15 minute time period. It appears to only be affecting servers on our primary datacenter. Engineers continue to work on the problem and should have it resolved shortly.

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Jay Froscheiser
DTN - Trading Markets

Thank you for the explanations, we await the resolution of the problem impatiently

the problem with delayed and real time data both being sent should be corrected. Our Engineering staff will now be working on correcting the intraday data that is erroneous due to this issue. Correcting this data will take some time and your patience is appreciated.

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Jay Froscheiser
DTN - Trading Markets

A discount on our invoice would be also appreciated

This has been happening much longer than the Eurex session. Also happened the entire singapore session too. Will you guys be able to fix the backfill so I can at least trade tomorrow ???

Kind regards,
MK

There have been people actively working on correcting Eurex data and many are completed. If you are still seeing issues I would recommend refreshing your chart history to try and pull in the corrected data.

As to the Singapore Exchange, I was informed there were no issues by the market data team. Is there a specific example I can look at? Have you tried refreshing the data to see if it has already been corrected?

Hi Tim,

Yes, I just did a refresh now. About the first 2 horus of all my eurex symbols are still messed up - BD, EX, SW. Have your market data team look again at singapore please. The entire day is still a mess. I have no idea how that data could be assumed as normal. NNZ7 is the one I'm interested in, but I suspect it will be the same on ALL of them.

Kind regards,
MK
Edited by midknight on Oct 16, 2006 at 08:58 AM

I explained your concerns to the market team and they were able to uncover the issue at hand. They are working on repairing the data now and expect everything to be fine in full for tomorrow's business at the latest. I apoligize for not catching this the first time.

Thanks for your support and information Tim, it has been superb as usual.

It is now tomorrows business day and the previously mentioned symbols are the same as when I went to bed after my last post. The volume is totally outta whack, sittig way way above the averge and the volume at price is also of course outta whack. The price bars continue to be a mess for the entire Nikkei session and the first 2-3 hours on my eurex products (BD, EX, SW). By the time you read this correcting the erroneous days price data will make no difference to me (but probably will others) but correcting the volume distributed at price WILL. Volume is way way out of line from the average by a factor in excess of 5 times. So please, ask market data to do so. If it is not possible, please post here and let me know.

DTN needs to realize that when situations like this happen, not only does it mess up the current day, but for some peoples trading methodoligies it ripples and causes loss of revenue for possibly several days downstream. My methodology is such that I basically can't trade today without the previous days data. So not only am I missing out on revenue from Mondays trading, but now I will also miss out on Tuesdays trading even though you are distributing data.

How does something like this happen anyhow?

I look forward to a prompt resolution so I can start trading again with confidence in my data.

MK
Edited by midknight on Oct 16, 2006 at 08:55 PM

I have them currently reviewing your post and evaluating what can done, they will let me know and I will post here accordingly.

There are a number of things that can cause issues, but generally the largest is a change in software. We need to do upgrades from time to time to keep up with the constant changes that the market brings. The exchanges make these same changes. A tremendous amount of man hours are put into running and testing the changes before going live, but sometimes issues still arise.

We are regretful of this and we want you to have data you can trust in and every effort will be made to that end. We appreciate your business and your patience. I will reply back as soon as I have information from the data team concerning your afore mentioned issues.
Edited by DTN_Tim Walter on Oct 17, 2006 at 08:16 AM
Edited by DTN_Tim Walter on Oct 17, 2006 at 08:17 AM

I heard back and it was explained to me that we do have issues we can see with our data on the Sunday night/Monday morning data, however we are not seeing the issues currently or on this mornings data as we are matching 2 other feeds that were compared to. I did ask and there is not a way to do individual tick volume correction. Daily is about the best we could go back and manually edit.

If you can provide a specific example from today and/or take a screenshot of the data in the mornings where it appears to be corrupted and send me copies of the shots to tim.walter@dtn.com, I will be able to investigate this further to see if it is a global issue or not.

Thanks for the very imformative responses Tim. I might have worded my post incorrectly. I am concerned about the data corruption on the original day in question. There was no problem on Tuesday. You had said previously that the market data center would have all the data corrected by the next day (Tuesday at the latest) and it was not. That is what I was referring to. A shame the volume cannot be cleaned up - that is pretty serious to my methodology. The main reason I am using a tick data feed over someone free like IB is for accurate timely volume information.

In summary, I guess what you are saying is what is there now is the best you guys can do - right?

regards,
MK

MK

I am aware that Tim has been helping you with a few issues you've encountered with our software. Tim has left for the day but will be back tomorrow morning. I am not as familiar with the problem as Tim is, but I wanted to let you know that it will be tomorrow morning before we have a proper response to your most recent post.

Thank you

Paul Eide

Thanks for the info Paul, I'll still be here - my day here is only now just beginning.

MK

Our operations staff has received the data files from our ticker plant and are working to convert them to the IQ server format. This has taken longer than expected due to some symbol translation we do between the vendor/exchange symbology and the symbology IQ uses. We are hopeful that we will be able to get it all loaded today.

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Jay Froscheiser
DTN - Trading Markets

Thanks for the update Jay and for the efforts of DTN to backfill the data properly. I checked all my markets on eurex and simex and the problem remains. Please let me know once the data has been fixed.

Thank you.

Kind regards,
MK

P.S. would a the tighter timestamps on tick data have made this any easier? If so, could be a case for bumping that up the priority list. I've seen you mention on ET that keeps getting pushed back.

I guess the data has still not been fixed even though several times you guys have said 'next day'?

Probably too late to fix the tick data in many of the markets affected now. At the very least can you guys fix the 1 minute data? Might I suggest that you guys develop some way to fix problems like this in the future. You should have ways to fix problems like this when they arise so your customers can have confidence in both the real-time data and the backfill - this is what they pay you for.

You guys need to understand that not everyones trading methodology only requires data for the current day, it is equally important to have RELIABLE backfill. Your error has cost me heavily on monday and tuesday and the effects will ripple on for weeks and possibly months (depends where we are trading over that time) down the road. I'm unable to trust any volume data within mondays trading range on simex and eurex because of your error. Very frustrating.

MK