Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"Excellent datafeed !!!" - Comment from Arely
"I just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
"Everything is working great with the API. I love it." - Comment from Calvin
"Awesome response, as usual. It is a sincere and refreshing pleasure to do business with DTN, compared to your competition." - Comment from Ryan
"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post
"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"IQ feed works very well, does not have all of the normal interruptions I have grown used to on *******" - Comment from Mark
"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe
"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Archive (2017 and earlier) »Data and Content Support »NYMEX tick data seems corrupt
Author Topic: NYMEX tick data seems corrupt (6 messages, Page 1 of 1)

rcerda
-Interested User-
Posts: 9
Joined: Dec 13, 2007


Posted: Dec 13, 2007 08:58 AM          Msg. 1 of 6
Hi. I've detected that several symbols (@QHG8, @QGH8, @NQH8, +HOF8, +CLH8, +CLF8, +CLG8, +CLJ8, +RBG8, +RBF8, +RBH8, + HOG8) are getting wrong tick data when requesting Historical Ticks via COM (timestamps are not in cronological order as expected and I'm not sure if the price is ok either)

The problem began yesterday at 7:00 pm New York time and seems to hold up to now.

I chated with DTN Support about 2 hours ago and they told me that this is an exchange problem at the NYMEX/GLOBEX that was detected yesterday at 6:00 pm by DTN staff.

Whats the most efficient way to get notifications regarding this type of problems? Is this the correct Forum for that type of issues?

Do you have an estimate of when this will be solved? It's been more than 12 hours since it began...

Thanks.

DTN_SarahS
-DTN Evangelist-
Posts: 195
Joined: May 31, 2007


Posted: Dec 13, 2007 09:06 AM          Msg. 2 of 6
Hello,

NYMEX/GLOBEX was closed from roughly 5 pm to 6pm CST yesterday. We were noting many issues with the data last night, but it has been corrected as of this morning. If you have anything in question, please send it thorugh as an attachment or email us at support@iqfeed.net.

Kind regards,

Sarah
DTN Trading Markets

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Dec 13, 2007 09:14 AM          Msg. 3 of 6
We will work on getting those fixed as well. We concentrated on the primary contracts and didn't get the Combined Session symbols fixed unfortunately.

Jay Froscheiser
DTN - Trading Markets

rcerda
-Interested User-
Posts: 9
Joined: Dec 13, 2007


Posted: Dec 13, 2007 09:22 AM          Msg. 4 of 6
Hi Jay.

Yes, I've just doubled checked the +CLF8 symbol using the sample VC++ application that comes with the IQFeed DEveloper Client and it still shows bad data for yesterday (12-Dec-2007).

Tick data jumps from 10:00 am to 7:00 pm, with nothing in between, although it looks like the missing data is later on the feed.

The other symbols mentioned on my previous post show similar issues.

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Dec 13, 2007 09:25 AM          Msg. 5 of 6
Correct. the + in front of the symbols signifies that it is a combined session symbols. The purpose of my post was to say we didn't get all the data fixed, especially the combined session symbols. Thus, you will see this issue until we are able to get it corrected on the server.

Jay Froscheiser
DTN - Trading Markets

rcerda
-Interested User-
Posts: 9
Joined: Dec 13, 2007


Posted: Dec 13, 2007 04:55 PM          Msg. 6 of 6
Any estimate when the fix will be completed?
It's been 24 hours now.

You also mentioned that 'primary contracts' were fixed first.
Does that mean the electronic (Globex) only contracts?
Can you tell me how to identify those, i.e. is there a rule for figuring out which prefix should I use (+, @ or none) to get those?

Thanks.
 

 

Time: Sat May 18, 2024 9:50 AM CFBB v1.2.0 10 ms.
© AderSoftware 2002-2003