OMF streaming data issues (Nasdaq OMX Stockholm futures)

[mumrix]

For the last 3 trading sessions OMXS30 K3-OMF (OMXS30 Swedish Index Future) won't update actual trades with volume for exactly the first 30 minutes in to the open (09:00 CET). I'm using eSignal Data Manager 10.6 with 3rd party software.



Cheers,
mumrix

[eostrom]

We are not able to duplicate this issue here and are seeing trades at the times that you have listed within the eSignal application. Is this still happening? We may need some more detail on this

[mumrix]

The trades appear only after I've made a refill with historical tick-data. It's the data stream in real time that is missing actual ticks with volume. The only thing that appears in real time in is changes in last price and orderflow (level 1 Ask/Bid price/size). This means that during the first half hour the charts don't get any data with volume until refilled with historical tick data. I've had this behavior confirmed with another user that uses the same instrument.

Thanks,

We are not able to duplicate this issue here and are seeing trades at the times that you have listed within the eSignal application. Is this still happening? We may need some more detail on this

[ATTACH=CONFIG]16427[/ATTACH]

[mumrix]

Here's what it looks like 12 minutes into open. Ticks are completely missing in the real time data stream but last price and Bid/Ask still visible. Ticks are still available by refill of historical tick data. Charts are empty until refill.

[mumrix]

Here's what it looks like 30+ minutes into open, streaming ticks are coming through and charts begins to work in real time. Pictures showing 3 minutes candle chart before and after refill of historical tick data.

Thanks,

[eostrom]

I am looking deeper into this. Thank you for the information in these posts. I will let you know what we find.

[eostrom]

The issue has been confirmed and it looks like there is an incorrect start time for this exchange set. We are working on fixing this now. I will let you know when it is complete. Thank you

[mumrix]

Problem solved

[mumrix]

Problem solved

[eostrom]

Thank you for confirming for us.

[mumrix]

Missing data first 13 mins into open 10/14/2013, OMXS30 V3-OMF.

[mumrix]

Refill does not solve problem, still a big gap in the charts (should be until 09:13:27)

[mumrix]

After end of session refill of historical tick data:

[eostrom]

Reported this. I will let you know when I have more information

[mumrix]

No real time or archived data for today in OMXS30 J5-OMF (also next rolling OMXS30 K5-OMF).