|
|
Home
Search
Register
Login
Recent Posts
| Viewing User Profile for: bdholmes | |||||||||||||||||||||||
| About | Contact | ||||||||||||||||||||||
|
|
||||||||||||||||||||||
| Post Statistics | |||||||||||||||||||||||
|
bdholmes has contributed to 23 posts out of 21185 total posts
(0.11%) in 7,187 days (0.00 posts per day).
20 Most recent posts:
IQFeed Datafeed Wish List »
Permanent Continuous Future Contract Jun 8, 2005 08:37 AM
(Total replies: 41)
The CME index futures will roll tomorrow. When the DTN symbols for them will roll is anyone's guess. If you are concerned I would phone DTN.
IQFeed Datafeed Wish List »
Permanent Continuous Future Contract Jun 8, 2005 06:49 AM
(Total replies: 41)
Yes, I was misled by this page on CME's site: http://www.cme.com/trading/prd/fx/rolldates3745.html I am speaking with CME customer support to explain or remove it. Rollover is the first trading day prior to the second Friday of the expiration month (this is usually, but not always, the second Thursday of the month), so this month it is tomorrow (9th of June) I've also spoken with Ed from DTN support, according to him rolling is a one-way process and now that the Euro FX has been rolled to September they can't change it back to June for today, yesterday and Monday. Really this problem occurred because DTN are STILL describing this as a beta service, and have no effective method (volume) of rolling futures contracts, and are instead relying on customers to tell them when to roll. Brendan
IQFeed Datafeed Wish List »
Permanent Continuous Future Contract Jun 3, 2005 04:18 PM
(Total replies: 41)
I spoke to Jay on the phone earlier in the week, he said there's new code in place that should roll the continuous futures properly this time. It seems not all the existing continuous futures are running this new code, so if you are concerned that the one you trade isn't, I recommend you give DTN a call and request that it be included.
IQFeed Datafeed Wish List »
Permanent Continuous Future Contract Jun 1, 2005 09:02 AM
(Total replies: 41)
FYI, the CME currency futures should roll on Monday 6th of June according to http://www.cme.com/trading/prd/fx/rolldates3745.html
IQFeed Datafeed Wish List »
Permanent Continuous Future Contract Jun 1, 2005 07:49 AM
(Total replies: 41)
Jay, It's now June. Most futures will roll in a matter of days. Please can you urgently tell us the status of DTN's continuous futures symbols? In particular: 1. What method you will use to roll them. 2. Whether this is now a supported service. Many thanks, Brendan
IQFeed Datafeed Wish List »
Permanent Continuous Future Contract May 12, 2005 10:01 AM
(Total replies: 41)
Jay, After saying in January that continuous futures symbols would "be available for all by the next contract expiration", and then none of them rolling properly in March or even being usable due to corrupt data (@EU# is still corrupt 14/3 - 17/3), can you confirm: 1. which method you will use to roll in June. 2. that the "beta" status of your continuous futures will be removed before June. You've had plenty of time, experience, and feedback to go live now. Many of your competitors have had this service for years. Many thanks, Brendan
IQFeed Datafeed Wish List »
Permanent Continuous Future Contract Apr 16, 2005 04:08 AM
(Total replies: 41)
Jay, After saying in January that continuous futures symbols would "be available for all by the next contract expiration", and then none of them rolling properly in March or even being usable due to corrupt data (@EU# is still corrupt 14/3 - 17/3), can you confirm: 1. which method you will use to roll in June. 2. that the "beta" status of your continuous futures will be removed before June. You've had plenty of time, experience, and feedback to go live now. Many of your competitors have had this service for years. Many thanks, Brendan
Data and Content Support »
Corrupt CME futures data Apr 10, 2005 06:22 AM
(Total replies: 16)
Jay, @EU is still corrupt, three weeks after I first reported it. Please can I have an ETA on a fix. At what point will I be justified in describing DTN's service an absolute shambles again? A month, 6 weeks? If you were a customer of a data provider that supplied corrupt data for this long, how would you describe the service? Many thanks, Brendan
Data and Content Support »
Corrupt CME futures data Apr 4, 2005 07:03 AM
(Total replies: 16)
Jay, I now understand why you cannot just subscribe to an alternative supplier, and that you have to convert the replacement data into your own format before importing it. Please can you confirm that you now have a readily available alternative data source for CME futures, and a system in place so any corrupted data can be corrected MUCH more quickly in future. Also, for any future issues that overrun, the more information you provide your customers explaining the delay, the less likely they will jump to conclusions about the quality of your service. @EU is the symbol I mostly use, so please can you put this near the top of the list of ones to fix. Many thanks, Brendan
Data and Content Support »
Corrupt CME futures data Apr 1, 2005 07:52 AM
(Total replies: 16)
I don't think it 's an April fool, as their previous email to me (see above) stated "This is a labor intensive process and will be released once the data is complete", which suggests they are actually typing the times and sales one by one. I understand the confusion though as DTN's handling of this situation is difficult to distiguish from a joke. Hopefully they'll buy the data from CME using your link rather than continue doing it their way. Edited by bdholmes on Apr 1, 2005 at 07:53 AM Edited by bdholmes on Apr 1, 2005 at 07:53 AM
Data and Content Support »
Corrupt CME futures data Mar 31, 2005 05:40 PM
(Total replies: 16)
Just received this: "From: IQFeed Customer Support [mailto:support@iqfeed.net] Sent: 01 April 2005 00:06 Subject: Re: @EUM5 Data Corruption (Thread:441926) This was caused by corrupt data coming from the exchange in which we have no back up nor source of historical data. We are correcting each symbol by hand and we will continue to correct each symbol until it is completed. @ESM5 should be corrected by Monday. Thank you and we apologize for the delay Mike " Two points spring to mind: 1. Your only function is to supply market data, for which you have "no backup nor [alternative] source of historical data"? Is the robustness of your service not worth one measly monthly subscription to an alternative data provider? 2. On finding some historical data was corrupt, instead of paying your staff $$$$ to manually type in every time and sale (which is what your email implies you are doing), you STILL don't spend $$ on a subcription to an alternative data supplier. Am I missing something here, or has this exposed DTN's service as an absolute shambles? Does anyone have the correct intraday data for any CME futures between 3/14-17 they can send to support@iqfeed.net? Maybe we'll be better at supplying market data to DTN than DTN are to us. Brendan
Data and Content Support »
Corrupt CME futures data Mar 28, 2005 04:49 PM
(Total replies: 16)
Yes that is the problem. I agree, seems a long time to replace some bad historical data. DTN emailed me this 45 minutes ago: "As of yet we have not completed rewriting the bad data. This is a labor intensive process and will be released once the data is complete. Ken Heinze DTN Market Access Customer Operations Specialist " They've agreed to credit my account for the period I've been without the futures data I need, so that softens the blow a little. I suggest you also claim compensation. Regards, Brendan
Data and Content Support »
Corrupt CME futures data Mar 20, 2005 02:18 PM
(Total replies: 16)
Intraday data for days prior to 18th of March seems to be corrupted for CME futures. The times of data ticks is out of sequence in the DTN Time & Sales program, and the same problem is evident in minutes in the Chart program. I've checked @EUM5, @ESM5, @NQM5, and @BPM5 and they all exhibit the same problem. Many thanks for investigating, Brendan
IQFeed Datafeed Wish List »
Permanent Continuous Future Contract Mar 17, 2005 04:36 PM
(Total replies: 41)
Jay, I appreciate your continuous futures service is still in beta, and I apologise for criticising DTN unduly. Please can you change @EU# to be @EUM5 for Thursday, Friday, and Monday. Many thanks, Brendan
IQFeed Datafeed Wish List »
Permanent Continuous Future Contract Mar 17, 2005 08:50 AM
(Total replies: 41)
Just a response would be nice? Do you care?
IQFeed Datafeed Wish List »
Permanent Continuous Future Contract Mar 16, 2005 05:28 PM
(Total replies: 41)
Someone from DTN needs to take charge of this situation because there are people like myself who rely on continuous futures data to trade. DTNs continuous futures symbols are in a complete mess. @EU# finally rolled yesterday (15/3) morning - but that is the wrong day. DTN have used the last trade date as defined here: http://www.cme.com/trading/prd/contract_list_EC2465.html to decide when to roll. However, the industry standard is to roll before this date, either when open-interest or volume of the incoming contract excedes that of the outgoing. DTN went to all the trouble of running this poll to establish the preferred roll method: http://forums.dtniq.com/index.cfm?page=topic&topicID=376 and then completely ignored it! If you are going to roll using the standard volume or open-interest method, you should have rolled the Euro FX last Thursday morning (10\3). Please can you change @EU# to be @EUM5 for Thursday, Friday, and Monday. I know continuous futures symbols are a new service for DTN, but it shows a lack of market knowledge to use any other method than volume or open-interest, and a lack of customer service to not have acted to rectify the problem sooner.
IQFeed Datafeed Wish List »
Permanent Continuous Future Contract Mar 14, 2005 04:45 AM
(Total replies: 41)
@EU# is still @EUH5. What is going on, this should have rolled over to M5 on Thursday morning?
IQFeed 3rd Party Software Support »
HyperServer and DTN.IQ Jan 31, 2005 10:49 AM
(Total replies: 3)
Yes I have DTNIQ not IQFeed.
IQFeed Datafeed Wish List »
Permanent Continuous Future Contract Jan 9, 2005 06:20 PM
(Total replies: 41)
Any ETA yet? I would like a continuous EuroFX symbol.
Data and Content Support »
Quantity of data Nov 30, 2004 06:36 PM
(Total replies: 1)
I can't seem to find this information on your website anywhere, so here goes. How much historical data do I get with my DTN.IQ service? I would like to know the number of days of tick, intraday, and daily data. Does it vary between exchanges? Many thanks, Brendan |
|||||||||||||||||||||||