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Important Notice regarding European Futures

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  • Important Notice regarding European Futures

    We're starting our transition to direct feeds for our European Futures and SIMEX. Please read this Service Bulletin for more information. If you see any unusual problems on Friday, please contact us or post here. Initial transition should be in place by 8:00 am GMT 12/20/02.



    Once we're completely done, our European Futures service should be much improved.

    Thanks.

  • #2
    A very big cheers to everybody at eSignal. This project is rolled out ahead of schedule!!!

    Edo.

    Comment


    • #3
      Transition will continue over the weekend for the 4 initial exchanges ( EUREX, IPE, LME and SIMEX ). You may not be seeing any differences quite yet but you should see some changes (noted in the Service Bulletin) over the next 1-2 trading days.

      Thanks.

      Comment


      • #4
        The main 12/31/02 transition is now complete. Overall, the conversion has gone quite well. Most reports indicate the feed has improved in terms timeliness and breadth of content. We are, however, getting reports regarding two specific issues that need to be addressed ASAP.

        1. As US markets open, performance on LIFFE, Euronext and Eurex lags intermittently until those markets close. Up until US markets open, the timeliness of data has improved over the previous feed. Changes are being made this week and into the weekend that will hopefully resolve the intermittent bottleneck issue after 6:30 am PT

        2. Reports of an increase in bad ticks from LIFFE. These appear related to valid block trades being sent and we are investigating the best way to handle.

        We will update this thread once the most recent changes are in place.

        Euro Futures customers: Please post your experiences here once the the new changes have been put in place.

        Thank you for your patience during this upgrade process.

        Comment


        • #5
          there is a delay in Euronext exchange when the US open. I have the same problem on the Eurex. Others futures and indexes are fine.

          Comment


          • #6
            Thanks. That would make sense since LIFFE/LCE, Euronext and Eurex are all being processed in the same manner. SIMEX, IPE and LME are processed more directly and, so far, we are not aware of any issues pertaining to those markets.

            I've updated my earlier post to reflect Euronext as well.

            Thanks again.

            Comment


            • #7
              still have the same lag on Euronext and Eurex!

              Comment


              • #8
                Thanks for the update. The most significant of the changes will happen over the weekend so I wouldn't expect to see much difference in the feed until Monday.

                Thanks

                Comment


                • #9
                  ok thanks

                  Comment


                  • #10
                    it seems that today cac and Dax works much better than yesterday. Is there any improvement made since yesterday?

                    Comment


                    • #11
                      Small changes are being made throughout this week and likely into next week. Glad to hear you are seeing improvements.

                      Thanks.

                      Comment


                      • #12
                        Strong delay this morning on CAC-40 future at volume peaks: 10:35 CET (4:35 ET). Symbol MT F3-MA.

                        Delays last for 30 seconds, till peak is over.

                        Please check!


                        Edo.

                        Comment


                        • #13
                          well I wasn't at the office this morning so I didn't check. Sorry about that!

                          Comment


                          • #14
                            serious delay after WS open.

                            Comment


                            • #15
                              We can see the lags as well. Engineers are working on it but the network enhancements we've been referring to on this thread can't be implemented during market hours.

                              Thanks for using this thrtead to communicate to us and thanks for your patience as we fix this critical problem.

                              Thanks.

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