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ES (e-mini) Cancelled Trades Still in System

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  • ES (e-mini) Cancelled Trades Still in System

    Early on Jan. 14 there were a number of trades entered for ES H8 that were subsequently cancelled. Yesterday Signal interval charts (60 min., etc.) correctly reflected that the trades had been cancelled. However the tick charts had not been updated.

    Unfortunately, today the cancelled trades are now back into the interval charts so I now have a bar that extends from 1433.50 to 1358, when it should be about 1422 to 1398.

    Please re-update your servers to reflect the cancelled trades for both interval charts and tick charts.

  • #2
    CME cancelled trades for equity index futures

    CME cancelled trades not just for ES, but also NQ and some other equity index futures. The trades occurred around 01:01 to 01:03 CST on Jan 14.

    I notice that the daily charts have excluded the cancelled trades, but the cancelled trades still remain in the tick/contract data.

    Please remove the cancelled trades from the tick/contract data of the affected products/instruments.

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