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Eurex Outage on 09/08/2006 and new T&S issues

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  • Eurex Outage on 09/08/2006 and new T&S issues

    I understand from the posts under Network/Exchange Status that there was an outage in the Eurex feed on 09/08/2006. Supposedly, this had been resolved on the day itself.

    However, I have noticed that I now see discrepancies in my personal records (excel records) of the DJ Eurostoxx50 Sept 06 Time and Sales data. Some of the trades previously reported as "Bids given" are now being reported as "Offers taken". IE. from Sells to Buys.

    This is a scary thought for users like me who make extensive use of the time and sales data. Could eSignal please verify that its current Eurex T&S data is correctly reported? This has forced me to re-examine several days worth of T&S data and its no small task.

    Please DO respond! Thank you.

    Anson

  • #2
    In order to expedite requests like this, please add as much specific detail as possible. In this case, please attach a screenshot of the changes and/or give specific time points and values in question. Think of the "needle in a haystack" analogy when reporting data issues and it'll help you picture what we face when looking at the millions and millions of ticks sent each day (by over 100 exchanges worldwide)...

    Thanks in advance for your help.

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