Eurex volume issue for last 5 trading days

[Anson]

The Eurex volume had been erroneous for the last 5 trading days from March 11th to 17th. It finally seems to have been resolved today March 18th. At least I hope so.

I have a few questions for eSignal.

1. What caused this problem?
2. Is this going to be a recurring problem?
3. Can the broken data of the previous 5 days be fixed?

The 2nd and 3rd questions are especially important.

I've been with eSignal for almost 2 years now and to be honest, it seems to have been getting worse. There were the lag issues with CME and now it took eSignal a whole 5 precious trading days to fix this Eurex volume issue. I know that the Eurex is not eSignal's most popular exchange in terms of subscriptions but those of us who subscribe to it pay for it!

All I ask now is that eSignal please FIX the last 5 days worth of erroneous volume data. I'm sure there are others who could use it too. I know I NEED it. I need the time and sales for a spreadsheet I use for every quarterly contract. And it is a CUMULATIVE spreadsheet. This means that without a fix for those 5 days of missing data... I'm screwed. My spreadsheet sits there useless for another 2 and 3/4 months and I've lost one whole important avenue of analysis .I'm really considering moving to another data provider right now.

I really hope eSignal can look at fixing that 5 days worth of data. Thank you.

Anson

[DuaneG]

Hello Anson,

Thanks for the post. In regards to your questions; the issue was caused by a release of other data that caused a subsequent error in the way we report volume directly from Eurex. We don't expect this to be a re-occurring issue. We know what caused the issue and we know what was affected and why. Knowing this, we are able to take preventative steps to mitigate it going forward.

We will be able to make adjustments to our daily volume data for Eurex traded contracts. We are still looking at the possibility to repair the intraday data. Once we know more, we'll be able to respond with a more qualitative answer, but the daily volume should be something we can fix.

[Anson]

Originally posted by DuaneG

We will be able to make adjustments to our daily volume data for Eurex traded contracts. We are still looking at the possibility to repair the intraday data. Once we know more, we'll be able to respond with a more qualitative answer, but the daily volume should be something we can fix.

Duane,

Thanks for the reply.
I'm sure the daily volume fix will help some others and I'm glad for them.

I really hope eSignal will be able to repair the intraday data however. The Time and Sales is Really important to some of us who use it in our analysis.

Looking forward to a positive update.
Anson

[Anson]

Duane,

I don't mean to sound like a nag but is there any progress on this?

Reason I ask is I'm afraid all the tick data back from March 11th will start disappearing soon.

How long does tick data stay on the servers now?

[DuaneG]

Hi Anson,

As it stands, we currently carry 10 days of tick data. We are still working on how to bring the data we collected back into the database. We are looking at different methods, as soon as I have some information to share, I'll reply back. Thank you.

[Anson]

Originally posted by DuaneG
Hi Anson,

As it stands, we currently carry 10 days of tick data. We are still working on how to bring the data we collected back into the database. We are looking at different methods, as soon as I have some information to share, I'll reply back. Thank you.

Ack... then even if there's a fix...
Doesn't this mean the tick data from Mar11th will already be gone from the tick server?

[Anson]

Any progress?
Been 2.5 weeks since the problem first appeared.

[Anson]

Originally posted by DuaneG
Hi Anson,

As it stands, we currently carry 10 days of tick data. We are still working on how to bring the data we collected back into the database. We are looking at different methods, as soon as I have some information to share, I'll reply back. Thank you.

Has eSignal looked at the various methods???

[DuaneG]

Hi Anson,

We've going through the various ideas about how to replace the volume data over the past weeks. We were able to capture some of the data in the correct format, but the implementation of this data is rather sensitive. We are looking at ways to re-introduce this data, but we want to insure that this does not affect the current processes in any way. The testing time is why this has been pushed back since the event actually occurred. Once we are confident in this solution, we will be able to move forward. Thank you.

[Anson]

Is this still being worked on?

[Anson]

Duane,

It has been 2 months since I first reported this issue and more than a month since you told me it was underdoing testing etc...

Is there any progress on this issue?
I hope I'm not being ignored here just because Eurex is a small mkt for eSignal.
We do pay our fees!

My data has been incomplete with 5 days T&S data missing. It is crucial to the integrity of my system. The data did not go missing due to my own fault but eSignal installing some new service or whatever.

I hope eSignal can do what is right and at least correct the issue now.. even if it's 2 months later!

Anson

[DuaneG]

Anson,

As we went through the various databases looking for a solution to the Eurex volume occurrence, we came to the conclusion that the data we did capture was very sporadic. With this said, we also concluded that trying to re-introduce this data back into the primary database could come at a high cost as it could have serious repercussions with the new data coming in

Based on these two factors, we are not able to restore the volume data back into the history for all affected issues. We sincerely apologize for any inconvenience that this has caused yourself and other users.

[Anson]

Wow... then I pray this doesn't happen again. Will it?

[Jeanmark]

Could you check the volume for Ax M5-DT !!!!!
Thank you.

[Anson]

Originally posted by Jeanmark
Could you check the volume for Ax M5-DT !!!!!
Thank you.

Jean,

You may want to start a new post.
I believe it's been posted before that the eSignal guys are more likely to see the new posts that have not been responded to yet. This is an old thread so they may miss your post.