Data Spikes on Eurex data

[eSignal_ToddI]

Engineering has identified the cause of the erroneous data spikes with Eurex data.

The problem can not be corrected during trading but will be fixed as soon as possible.

We apologize for any inconvenience this has caused.

[Kevin B]

This issue is still ongoing, however, there is a fix in place however this is not catching all erroneous prices, we are working to remove these spikes as they are appear.

This has been forwarded to our Operators for further review.

We apologize for any inconvenience caused.

More information will be provided when available.

[eSignal_TristanaC]

Data Spike on Eurex data

This issue is still ongoing, however, there is a fix in place but this is not catching all erroneous prices, we are working to remove these spikes as they are appear.

This has been forwarded to our Operators for further review.

We apologize for any inconvenience caused.

More information will be provided when available.

[ScottJ]

Here's the explanation for the issues with data spikes since Monday:

Eurex made a feed change effective Monday that introduced several new trade types. The documentation they supplied in their release notes made it appear to us like no additional processing was necessary.

Changes to suppress the new trade types were made on Monday, tested, QA'd and released to production Monday night. This improved the behavior, but some "spikes" were still showing up in charts. Eurex supplied additional documentation on Tuesday adding clarification on how to properly handle the remaining problems. However, this was not a simple "suppression" coding exercise but required additional business logic to determine which messages should not be charted. This coding and testing is in process since yesterday and should be ready for release this evening.

Please note that both Reuters and Bloomberg were apparently caught off guard by this same Eurex feed change.

Hopefully, the code changes will resolve the issue and all will be back to normal for Thursday's trading.

Thank you.

[Kevin B]

We have been monitoring the Eurex this morning and the issue appears to have been resolved.

Please let us know if spikes continue following this update