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Fdax continuous tick data is a mess

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  • Fdax continuous tick data is a mess

    There seems to be a problem "rolling" the AX !1-DT.
    I just downloaded 10 days worth of tick data and its a mess.
    Starting and end times for the trading day are all over the place. A 150 tick bar lasts for hours, which seems to be attributed to not or wrongly rolling the continuous contract.
    Please take a look at this.

    Either way.

    Happy holidays,

    Matt

  • #2
    The 16th of Jan is showing the date of the 15th and today's trading starts at 9 AM instead of 8 AM. This is on fdax minute and tick charts. Continuous and H8 all the same.
    Please advice!

    Matt

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    • #3
      Matt,

      AX H8-DT / AX 1!-DT both show the correct date/time settings on my pc for all intervals.
      However, we had problems this morning with some of our tickservers, so it is well possible that there was an issue with the server you were connected to that time.

      In order address your issue immediately, please contact us directly if you notice any discrepancies with our data.
      Christine B.
      eSignal

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      • #4
        Christine,
        it lasted for the first 2 hours of the trading day.
        I did try to reconnect to a different server several times, to no avail.

        How can I determine what server or server farm I am connected to?

        Matt

        PS

        Did anybody ever look at the "rolling problem" I stated below?
        Last edited by matt hellrich; 01-17-2008, 05:43 AM.

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        • #5
          Matt,

          it is not possible for any users to determine which server they are connected to. Hence, as I mentioned in my previous reply, please contact us directly so we can investigate this issue in real time.

          I'm not sure whether someone had a look into the 'rolling issue' you mentioned. Let me check and I'll get back to you.
          Christine B.
          eSignal

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          • #6
            Originally posted by Christine B
            Matt,

            ...

            Actually, you can.

            http://technet.microsoft.com/en-us/s.../bb897437.aspx

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