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missing price data on $SPX 10-30

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  • missing price data on $SPX 10-30

    I have missing price data from 3:00 EST to close on 10/30 for $SPX. (2:00pm to 3:00 pm CST). There are spotty data there but it is obvious a lot of it is missing. Started happening in real time on 10/30 and data is still missing this am 10/31. Data missing on 1,5,15, 30 min charts. Probably also missing on 65 min, but because the bar is so long timewise it is not obvious. This is only symbol I have that has the missing data. Data also missing on Quote.com. When will this be fixed?

  • #2
    Hi Bigtee,

    While we await official word on the OPRA problems yesterday ( they deliver a host of indicies, like $SPX ), we do know that all vendors were impacted. I'm afraid those gaps from yesterday are likely to remain unless we can find a way to get the missing data from OPRA ( if they have it ) and then find a way to insert it into our database, not an easy process at this time. I've passed the $SPX gaps to our QA group so if they can improve the situation, they will. If not, it will remain as is.

    Thanks.

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    • #3
      Those who subscribe to the CME can use the symbol IN X0 (last character is zero) as a substitute
      Alex

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