Russell Futures Quotes

[cajuntrader]

Is there a problem with ICE and Russell Futures quotes today? All I have is a settle price from yesterday's close and no prices or updated charts since close yesterday at 6 PM EST.

Thanks

[cajuntrader]

Russell Quotes

Quotes are not working fo the TF #F symbol but it does work for the month quote, TF H1. Do you know why this happens ????

[SteveH]

Here's the problem:

The TF #F is rolling over a day earlier than it's supposed to for the June contract. It's supposed to be on the 2nd Thursday of the expiring month...NOT TODAY (Wed).

[eSignal_AveryH]

Our QA Department has investigating this issue and it's been corrected.


Thanks for the report and we apologize for the inconvenience.

[SteveH]

The QA Dept should have an automated test script that runs on their respective closes of RTH (for the "#F" contracts) every day to ensure this type of thing never happens.

Am I not paying enough per year to expect that level of quality assurance?

[ScottJ]

We do have automated routines but they aren't foolproof, as was evidenced here. Human error caused the early roll.

While the logical roll date for TF looks pretty straightforward, it's not that clearly defined for all contracts and the exchanges don't dictate what it "should" be. We have new functionality in the 11 series that let's the user have even more control over these continuous contracts and not even users agree on the roll date for certain issues.

http://kb.esignal.com/article.aspx?article=4794&p=1

Thanks.