Important Notice regarding European Futures

[alexag]

test

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[GraemeB]

Hi Momentum,

The High has changed for today.
Everything looks fine now and the daily chart is matching the Interval chart. The new High for today is 2464.50
Is this the price you are seeing?

Thanks,

[EdKoF]

CAC futures not updating. I think there has been a disturbance at the exchange. However, this is solved now, but no updates in eSignal.

Please check.

Thx,


Edo.

[Momentum]

Originally posted by GraemeB
Hi Momentum,

The High has changed for today.
Everything looks fine now and the daily chart is matching the Interval chart. The new High for today is 2464.50
Is this the price you are seeing?

Thanks,

What the high is now is not relevant.

My concern was that eSig did not pick up the correct high at the time. Were tics missed? These extremes are of vital importance.

[EdKoF]

The CAC-data from the Friday evening trade session has not been restored all evening. The data is still not there at this moment. No reaction from eSignal people has been given.

Bad performance guys.


Edo

[GraemeB]

Hi EdKoF,

The problem on Friday with the missing data for the CAC 40 Futures was caused by a problem with the EURONEXT exchange.
They had problems sending out the data which affected most data providers.
They also had issues with the Indices and stocks. Some were fixed but they couldn't fix the futures before market close.

Thanks

[GraemeB]

Hi Momentum,

I know this can be of some concern and I will have a look to find out what caused this. It can be one of many things which can cause the charts to look like this. The quote window is the best source for seeing the High's and lows.

Thanks,

[paissa]

wrong tick

hi graeme

Can you pls erase these wrong tick on Mi A0-MA on 03/06/03 and 03/07/03?

TIA

[GraemeB]

Hi Paissa,

I have just correct the bad ticks for you. If you refresh your chart you should notice the changes that have been made.


Thanks,

[EdKoF]

Originally posted by GraemeB
Hi EdKoF,
The problem on Friday with the missing data for the CAC 40 Futures was caused by a problem with the EURONEXT exchange.
They had problems sending out the data which affected most data providers.
They also had issues with the Indices and stocks. Some were fixed but they couldn't fix the futures before market close.
Thanks

Dear Graeme,

As mentioned in my first post, I am aware that the cause of the problems was with Euronext. They have been performing very badly all year, although Paris was (thus far) not as bad as Amsterdam.

However, if IB (Interactive Brokers) is having data during these 'connection problems' between eSignal and Euronext, they are doing something different/better.
Therefore I find it hard to accept that during/after Euronext problems, eSignal is lagging behind IB in solving the problem.

On Friday evening, IB was 'down' with the CAC-40 futures for a couple of hours as well, but during the Friday evening trade, they restored their datafeed. eSignal did not.

Please take note that I do see the results of your focus on improving the European data feed. However, I think eSignal is still not there yet.
If I do not see any reactions from eSignal staff after (in this case) I report a problem, I get the feeling that you might think that everything is fine now. If this is not the case, I might expect that both eSignal USA and UK during their respective working hours are monitoring this thread more closely, and responding in accordance.

While we're at it, promises have been made that after the transition to direct European data, we might see longer historical data in the databases AND continuous contracts for European futures. Is it possible to let us know what's the status of these project?

Thanks,


Edo.

[GraemeB]

Hi EdKoF,

Thank you for your post. I was not aware of any other provider transmitting data at this time and didn't know IB was.
I didn't think they had a different transition type/receive the data differently from the exchange. Here is an email I received from the exchange on Friday:


((((((((((((((((((((((((((((((((((((((((((((((((((
Entitled: Euronext feed problem

Details:
03/07/2003 08:51:41 PM
Alert Updated by DSP Europe

Please note that trading on the Euronext Options and Futures (Monep &
Matif) will resume as normal on Monday. All vendors have been affected by today technical problems at source.

**********************************
03/07/2003 08:34:53 PM
Alert Updated by DSP Europe

Further contact with Euronext has revealed that the Futures and Options data (Monep & Matif) will not be Updated due to the severe technical problems at source.

**********************************
))))))))))))))))))))))))))))))))))))))))))))))))

I will find out to see if the data was sent before it closed. I will send you an email when I have the information.

We will continue to monitor the boards daily and keep an eye on any issues which are reported.

I will have to get back to you with the questions about continuous futures and extended historical data. I know our development team is working on this but I do not have a fixed date for completion.

Thanks,

[paissa]

thank you Graeme!

My Advance get charts are correct now!

regards
paissa

[EdKoF]

Graeme,

Thanks for your reply.

I can imagine there are different systems in place for brokers (like IB) and datavendors (like eSignal).

However, there's no way I can tell whether the data I could see in the IB screen was correct / up to date / not lagging / whatever

Cheers,


Edo.

[GraemeB]

Hi EdKoF,

It seems that other data providers didn't have the data either. We looked at other sources and compared the dates which matched ours. As for IB I wouldn't have a clue but I would probably guess it would have been delayed.

Thanks,

[EdKoF]

Hi Graeme,

Thx for checking. As said, I couldn't check the validity of IB's figures. Let's just hope that Euronext will go into the same improvement processes as eSignal has been doing.........

Will you still be commenting on the longer history and continous contracts?

Thx in advance,

Cheers,

Edo.