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4 1/2 hours of missing data !!

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  • 4 1/2 hours of missing data !!

    RT data feed for the Globex Euro/FX (6E U4) stopped at approx 10:30PM ET on Sun, 8/15...and was not available again until approx 3:00am ET on Mon, 8/16. (I am looking at 1 min bars).

    Please restore the missing data ASAP!!

    PS. And by the way, what about this question I asked a while back and never got an answer to?



    Last edited by saxon987; 08-16-2004, 01:17 AM.

  • #2
    Saxon,

    Thanks for the report. I see it as well. This is currently being investigated. As soon as we get more information regarding the data with this symbol, I'll reply back to this thread.

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    • #3
      Hi Saxon,

      We have learned a few things regarding last night's outage on these side by side currencies.

      It appears that the CME reset their sequencing on the depth line that we use to source this information. Our systems were expecting a continuation of the sequencing from the prior market day and therefore we didn't process the information until the sequence #'s matched again.

      This particular line is relatively new and, unlike the other feeds from the CME, it wasn't alarmed properly to catch this sequencing issue. That's being rectified so at least we'd catch the problem internally next time.

      Unfortunately, we are not able to restore the lost data.

      In terms of alerting us to problems, especially during the early European trading day, please keep in mind that you can contact our London office to report problems. As of now, you'd need to contact us by phone but we are planning to expand our LiveRep coverage to include the European trading day next month.

      Thanks for reporting the problem as, far as we can tell, we had no other reports from users.

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