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CL F8 intraday data messed up

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  • CL F8 intraday data messed up

    CL F8 intraday data for today is messed up. See the attached chart. There appears to be spurious data after the 5:15pm EST close.
    Attached Files

  • #2
    More importantly, CL F8 isn't updating! (Note QM F8, the mini Crude contract is.)

    FYI, my broker appears to have the same problem (bid/ask quotes for CL F8 are way off, stuck at 89.28/29) - NYMEX may be having problems with today's high volume day.

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    • #3
      The chart on NYMEX' own page is showing the same problem
      Alex

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      • #4
        Updates were resumed at 7pm from NYMEX (1 hour after regular 6pm open). NYMEX obviously had some problems.

        However, bad ticks from 5:40pm to 5:56pm EST need to be removed from eSignal's history servers.
        Attached Files

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        • #5
          NYMEX's primary business is creating a market and making money off of transaction fees.

          eSignal's primary business is providing after-the-trade data - RT and historical.

          After having problems, NYMEX brought their systems back online within an hour.

          eSignal's another story. Even the next day, I still can't use eSignal to do analytics on CL F8, the front month of arguably the most traded commodity in the world, crude oil.

          This, despite being notified of the spurious data. Note this erroneous data occured between the regular daily scheduled 45 minute trading break between 5:15pm and 6pm, when no trading occurs. It's obviously wrong.

          While NYMEX may have created this problem by sending out the spurious data, it's eSignal's BUSINESS to fix it in it's history servers.

          How am I supposed to do analytics and trade using the attached chart?

          Sorry about the rant, but I really don't like excuses and lack of focus on someone's primary business when I'm paying for that service...
          Attached Files

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          • #6
            It's fixed! (finally...)

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