Important Notice regarding European Futures

[ScottJ]

Update:

Additional hardware was succesfully installed over the weekend and further routing changes were put in place as well. We had a fairly smooth opening today and just about 60 minutes into US trading, all systems seem to be performing well.

The lack of activity on this board and the absence of inquiries to our support groups gives us additional cause to be optimistic.

We'll continue to monitor this situation very closely.

Thanks.

[paissa]

thanks Scott

it works quite well today.

[BWANA MZEE]

Sorry Scott, but Dax Fut were lagging behind a few minutes ago - just as the market made a few; relatively small,fast moves!!!.

From my point of view lack of activity on this board DOES NOT mean Esignal's problems are gone.

Its simply means traders, I for one, are TIRED AND BORED of posting the same messages over and over again.

We all obviously hope that this problem is resolved soon, as its now week 5.

[Momentum]

No Posts because

I've had to stop my subscription until you guys resolve this PERMANENTLY!

I'll be happy to come back once European data is as good as the eminis.

Tom

[MarwanAC]

Momentum, I think that all these fixes were put in place permanently, Are you facing any problems now? On which symbol and what is it exactly.

Thanks.

[qualm]

Ok,

since yesterday it works well. But there is another problem. The Ticksize and the volume of intradaybars is not correct. The datafeed from IB shows the correct volumes for the ticks.

As example the volumedata for AX H3-DT (FDAX):

Yesterday we had a volume of 92962 contracts. The sum of all 1 min bars is 48766. This is nearly have the total volume! The sum of all 5 min bars is 47505! The sum of all 60 min bars is 49814. The sum of tickvolumes shows the same problem.

Bid/Ask volumes seem to be correct.

Qualm

[ScottJ]

Hi Qualm,

Trade sizes for electronically traded Euro Futures contracts are newly supported under this revised network configuration and with all the problems during the transition, I can't recall any other inquiry about volumes so we'll need do to some research here.

With your examples, is that from one day or did you see the issue on multiple days? If you compare the IB data with ours, can you specifically see places where the trade size differs or have you only compared the "totals"?

If you could use File Share and post what you're seeing from both IB and eSignal, that would certainly help speed our research. You can use one of the existing File Share groups that allows "Open Publishing" or just start a new one for yourself. Once you've uploaded the file, just point us to it and we'll go get it. Otherwise, we'll have our QA team start to look into it and compare with the sources we have internally ( IB is not one of them, BTW ).

Thanks.

[qualm]

Hi Scott,

the differences between the daily total volume and the sum of the intraday bar or tick volume occurs every day. The timelags were even more essential, so I've waited with this volume problem.

You can see the volume differences with the tool data export.

I believe the problem is that the ticksizes are often not correct. The change in total volume should correspond with the volume of each tick. But this is often not the case. (It corresponds with the IB-tickvolumes). I cannot see any specific place, it occurs during the hole day every minute (not all ticks). The same with EuroStoxx50.

Qualm

[Momentum]

Originally posted by MarwanAC
Momentum, I think that all these fixes were put in place permanently, Are you facing any problems now? On which symbol and what is it exactly.

Thanks.

When the market gets a little busy, Eurex lags.

As of Monday, this had not been fixed.

When it is, and its permanent, I'll return as I have a considerable investment in software.

[ScottJ]

Qualm,

Thanks. I was able to confirm that differences are apparent. I've sent the data to QA to research. Once we know what the issue is, we'll post here.

Thanks.

[ScottJ]

Momentum,

Our work on the new configuration continues with some additional measures being put in place this week and over the weekend. It does appear that last weekend's changes have helped quite a bit but we still have more work to do.

Thanks.

[Momentum]

Originally posted by ScottJ
Momentum,

Our work on the new configuration continues with some additional measures being put in place this week and over the weekend. It does appear that last weekend's changes have helped quite a bit but we still have more work to do.

Thanks.

Please email me when you believe that you are finished.

"Quite a bit" does not help me.

Either I have a timely feed 99.5% of the time or I don't. I do this for a living.

Tx

[gareth_leachman]

still some delay.

Hit 2640 in the dax about a minute after it actually traded re 1521

[pwhchu]

DAX futures lagging.

[BWANA MZEE]

Dax F. had to lag as the mkt. had made a sharp move down.

I still havent forgotten this is Dead Signal, the only reason it has been doing well for the past few days is because the mkt. has been very slow !!.

I DO NOT THINK ESIGNAL ENGINEERS WILL EVER MANAGE TO MAKE IT PERFECT - or deliver on what we paid for.