Important Notice regarding European Futures

[ScottJ]

From 1/15/03 post:

Several changes have already been put in place and, overall, the feed is working much better than it was early last week. However, performance after the US markets open is still not where we need it to be.

Our engineers continue to work on the current configuration to optimize both the performance of the feed itself and the path the data takes ( through routers, our ISP connections, etc. ). We'll hopefully have further positive developments to report by the end of the week.

Looking a bit farther down the road ( early March ), we will be making further (and more complex) configuration changes to alter the way we handle Eurex, Liffe and Euronext. We already handle SIMEX, IPE and LME under this new configuration and those feeds have been operating quite well since the New Year.

Until the US markets open, we have definitely gained some improvements over our previous configuration (where we got our Euro Future quotes from a 3rd party provider). Once the US markets open, however, we are still seeing momentary periods where the data lags. They aren't lasting very long but they shouldn't be happening at all.

Configuration tweaking continues daily. Once we can convert Eurex, Euronext and Liffe to the upgraded configuration, we should finally have these spotty lag issues behind us. We're trying to speed up the conversions as much as possible.

Thanks.

[EdKoF]

MI A0-MA works.

See attachment for the two next to each other. It shows the 32.09 nicely

(see how it shows in the calculation, but not in the 'Low' value).

Cheers,


Edo.

[GraemeB]

Hi Edo,

I am glad MI A0-MA works perfectly. With the Low's on $CAC I will investigate into this.
The unusual thing is that this figure doesn't show up on a Tick or Time & sales chart, so it will take a little time to track down.
Does the 32.09 price occur at a certain time each day or is this random?

Thanks,

[EdKoF]

Hi Graeme,

There didn't seem to be a regular pattern in the occurence of 32.09. I've tried to track this, by letting eSignal send an email alert every time $CAC went below the regular range, but I couldn't find a pattern.


Edo.

[GraemeB]

Hi Edo,

Thanks for letting me know. I will inform the appropriate parties.

Thanks,

[Akuna Matata]

Eurex delayed when is in fast market

[paissa]

same for euronext cac future and index

[TWedler]

I see improvement

On the Eurex equity futures (AX and ET) there hasn't been any problem on my end for about a week now. Things seem to be improving. Also the problems before 9am have not reoccurred and $DAXI is in its normal 4-digit range.

I would love to take that for granted in future.

[Momentum]

Eurex Froze

Just now, right on the hour, there was a Eurex freeze again for about 2 minutes.

I've asked before but have not had a response, is there some monitoring intervebtion by eSig that is responsible? Have you noticed it? sometimes it happens every half an hour - right on the half hour for a couple of hours, always during U.S. market hours.

Big improvemnts, especialli LIFFE LX, but there are still probs.

Tom

[Momentum]

Eurex Froze

Just now, right on the hour, there was a Eurex freeze again for about 2 minutes.

I've asked before but have not had a response, is there some monitoring intervebtion by eSig that is responsible? Have you noticed it? sometimes it happens every half an hour - right on the half hour for a couple of hours, always during U.S. market hours.

Big improvemnts, especialli LIFFE LX, but there are still probs.

Tom

[paissa]

euronext frozen here and a delay

[ScottJ]

Momentum

We have isolated that the lags occur after the US Markets open and near the hour and half-hour until the Euro markets close. They are related to routines being run on the same system for other business units. We are working to reduce the impact of these routines or seperate them altogether. We're glad to hear your seeing improvements but we won't consider this transition complete until we've eliminated all of the sporadic lags.

Thanks,

[Akuna Matata]

Re: Momentum

Originally posted by ScottJ
we won't consider this transition complete until we've eliminated all of the sporadic lags.

We too

[EdKoF]

Starting 11.00 am UTC (GMT+1) large lag in data on CAC-40 future MT F3-MA.

Started with volume spike, although volume not higher than early morning.

Edo.

[TWedler]

11am fast market failure

Today eSignal did not perform again on European futures and after 11am figures' fast market lagged up to 5 minutes !!