"Boxing Day" Issue (formally "Historical Data Problem")

[JayF]

We have heard that good progress is being made on testing out the fix for this problem. Inital testing indicates that the fix is working, and we are on schedule to release the fix to all servers by Wednesday, 1/7/04. If this changes, we'll be sure to update this thread.

[JayF]

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Originally posted by cael
This might be a little off topic for this thread but I am hoping that Jay can pick this up. Its just after new year and I was wanting to look at the Hang Seng contract.

This is a monthly contract and only the spot month has any volume (about 30,000 contractss per day). Right now though the Z3 contract has disappeared and the H4 contract is current. But the H4 has no volume to speak off. In otherwords the whole symbol has 'disappeared'.

Really hope that eSignal will look further into providing a #F for foreign contracts.

Cael,

Please use the symbol HSI Z2003-HKF to look at the December 2003 contract. We use that extended format for expired futures symbols, and I'm sure it will prove useful.

My understanding of #F symbols for foreign contracts, is that we want to create synthetic symbols that users can control what symbols to combine and when. In this fashion, much more flexibility is given at a small cost of usability.

[InvGrp2]

Data is still messed up on the GB.

All was working fine until I refreshed and again I lost all data from 2300 to 2400.

Since we've had no Holidays for 3 days now, I was hoping the data would not be a problem.

Sure hope the 1/7/04 fix works.

Bruce

[cael]

Ouch

You can't refresh can you.

Tradestation 2000i can be a pain to maintain but at times like this its good because it has a very efficient local cache manager called globalserver.

Trading very short time frames on the DAX, a few hours all the gaps are 'forgotten'.

Still hope that the fix comes soon though.

[JayF]

Please be aware that we have already begun rolling out fixes to our Tick Servers to correct this issue, and the servers that have the fix are returning the complete data set for all the affected symbols. We are on track for having all servers upgraded by the evening of 1/7/04.

In hopes of preventing any confusion, this issue is separate from the missing daily data mentioned here. The problem mentioned in that thread relates to an issue on the History Servers (servers that hold Daily, Weekly, and Monthly data), while the problem in this thread relates to Tick Servers (servers that hold tick and intraday bar data.)

[TWedler]

Missing day on Eurex history server

This problem reminds me of a similar case that occurred in May and June 2002.

This morning, I was able to retrieve 1min and 5min as they should be - with rolling data from yesterday, just to see that data missing again after noon on restarting my computer. Now there is a gap where yesterday would have been on the GB or AX quotes, with Christmas eve being the last trading day before today.

As I rely on eSignal for my trading system, I cannot figure out whether I should buy or sell - and I just had holiday. Please fix it as soon as you can! Cheers guys!

[TWedler]

Jay,
You said the fix might be available from tomorrow? Is that still feasible? Which time?
Thanks. Tom

[TWedler]

This morning, data is complete again, covering all intervals for Eurex. Hope this doesn't change.
Thanks!

[cael]

Your're lucky. I am still getting my 3 minutes of history.

[vegasoul]

will the fix be install b4 eurex markets open? because you have customers all over the world, may be you can be specific on which timezone does "evening" means?

[Jeanmark]

I can't display eurex with volume interval...

[kasama1]

No chart in seconds!

[macavity_katt]

still no joy for me and eurex data

gap on 23 dec 03

i have no idea what server i am on but mine is not working.

-macavity

[macavity_katt]

Gap in EUREX intraday Data - still!

I have logged on and off 5 times today and still eurex data is not complete.
Having just done it the last time at 16:40 UK Time.
Is this solved?
Is there something I should be doing?

-macavity

[vegasoul]

same here..

it was ok yesterday, eurex and italian futures back online with intraday data but it's seems that the problem has come back again.

may be esignal should try fix it on the weekend..and leave us with the temporary solution for the moment.