Important Notice regarding European Futures

[paissa]

I hope you will fix that very soon because I feel as a blind right now

[paissa]

well now it seems tht euronext is freezed!!

[EdKoF]

$CAC is lagging almost 40 minutes!!!!

Live, at this moment (17:56 local time).

Edo.

[ScottJ]

An updated test feed has been running today side by side the production system. The test feed was running far better than the production system and appears to be pretty solid. With today's lag problems, we're going to move forward and put the new feed into production for tomorrow's Euro opening.

We'll post again once the new feed is live.

Thanks.

[EdKoF]

Something funny this morning: $CAC showing 32.09 repeatedly (real value in the 3100-3200 zone)

[TWedler]

Same here...

This is very usual for $DAXI since beginning of 2003. It does not alter the price tabulars. But it spoils the charting and gives "funny" figures for my Excel implied volatilities. Not that funny actually.

[paissa]

hi edkof

Don't you see a false bar at the close yesterday on the cac40? 50 pts on 5' there is somthing wrong!

[TWedler]

Indices fixed

It looks okay to me now on $CAC. But the swings seem to occur frequently. Is there a closing auction on the index etc.? Why is this not fixed by esignal?

[EdKoF]

On the intraday chart I see the same, on the daily chart it is ok.

Still getting the 32.09 every now and then, though.

[paissa]

well there's something wrong about these 2 bars on the close.

[ScottJ]

These examples are very helpful. Thank you.

We are researching this issue and will post again once we know more.

Thanks.

[ScottJ]

No specific system problem detected yet but we have corrected the bad ticks from late yesterday for $CAC and MI A0-MA. We'll keep an eye on this contract. If you spot other problems over the next few days that may be related to this Euro Futs conversion, please continue to post examples/screenshots here.

Thanks

[Apisa]

Lag and Hanged

I am trading FTSE 100 futures, anyone here?

The data from esignal keeps lagging and I have to reset the DBs frequently. Otherwise, it just hanged on me, no amount of restarts can help. It hanged at 1530 today and has not moved since. What should I do?

[ScottJ]

Update:

We are now operating under the new feed configuration and the timeliness of today's data appears vastly improved over the previous few days.
The changes to filter the out-of-sequence block trades from LIFFE has not been put in place yet but should be within a few days. That should help normalize the charting data for those contracts.

Please continue to post your experiences here so we can best stay on top of any subtle changes that may appear as a result of these upgrades.

Most of all, thank you for your continued patience during this transition.

[Apisa]

As I said in my post. I am still hanged starting at 1530. Resets and restarts all done a few times. The data still stopped at 1530. What do I do? Or just wait?