Volume for GB M5-DT 2005-03-11

[BKuerbs]

The reported volume for GB M5-DT is wrong: have a look at the screenshot. The cumulative volume in the Quote window is ok (confirmed by IB's volume), but the volume in the hourly chart is much too high.

regards

Bernd Kuerbs

[BKuerbs]

Would eSignal please wake up now?

Since 7 hours the volume for Eurex contracts, looks like all major Eurex contracts are involved, is total nonsense.

The screenshot shows the volume reported per hour for the GB M5-DT, compare to the daily volume.

Please correct this.

Bernd Kuerbs

[Anson]

I checked with Liverep... seems they know about it and are checking on it.

I hope they resolve it soon.

[BKuerbs]

eSignal still reports wrong volume numbers for the Bund:

Actual volume is about 20576 while the tick volume reported by eSignal is about 93000.

There has been no reaction from eSignal since Friday and of course no correction of the erroneous data and the error continues.

Bernd Kuerbs

[Anson]

Originally posted by BKuerbs
eSignal still reports wrong volume numbers for the Bund:

Actual volume is about 20576 while the tick volume reported by eSignal is about 93000.

There has been no reaction from eSignal since Friday and of course no correction of the erroneous data and the error continues.

Bernd Kuerbs

Yep, still no fix.

[DuaneG]

Anson & BKuerbs,

We're working to get this issue resolved as quickly as possible. To insure that the fix does not negatively affect any other instruments, we want to test solution inside and out before releasing it into production. As soon as we are confident that this fix will resolve the issue at hand, we will distribute the resolution into production. Thank you for your patience.

[Anson]

Duane,

Any fix incoming very soon?
This is the 4th day of erroneous volume data for the Eurex products.

I'm sure im not the only one but I REALLY need good volume data or time and sales. I can cope with my quote/charting issues but this one is of far more importance to me.

[BKuerbs]

Originally posted by Anson
Duane,

Any fix incoming very soon?
This is the 4th day of erroneous volume data for the Eurex products.

I'm sure im not the only one but I REALLY need good volume data or time and sales. I can cope with my quote/charting issues but this one is of far more importance to me.

There are only good news: you will not have any losses for the rest of the week and you can take the rest of the week off.

See here: http://forum.esignalcentral.com/show...threadid=12785

Regards

Bernd Kuerbs

[Anson]

Originally posted by BKuerbs
There are only good news: you will not have any losses for the rest of the week and you can take the rest of the week off.

See here: http://forum.esignalcentral.com/show...threadid=12785

Regards

Bernd Kuerbs

Thanks Bernd.
It's already a big loss to me... of data!
Seems like it will only fix upcoming data but not the vol data already on the servers. This means we won't be able to see the correct vol data for 5-6 days historically!!

This really affects me badly as I need good time and sales data. I hope the data already in can be retro-fixed. Else one of my analysis methods just got screwed for the next quarter of a year.

[BKuerbs]

I doubt they will fix T&S, though this is highly desirable.

I'm using 10 day averages for Volume, but this week these are spoiled anyway by the rollover.

If possible, try to use percentages instead of absolute numbers. Or try correcting the numbers by a factor: current volume divided by average 5 days ago.

Percentages seem to work.

Since I store data locally, I hope I can correct the figures after this nonsense is over.

regards

Bernd Kuerbs