CME futures feed: Mexican peso

[sharky1]

I'm seeing for first day Mexican peso future, and i see incredible feed delay and data holes. why?

[MR]

Re: CME futures feed: Mexican peso

If you are using a US Futures contract, compared to other currencies, it can be thinly traded at times?

Maybe it is la siesta time?

Originally posted by sharky1
I'm seeing for first day Mexican peso future, and i see incredible feed delay and data holes. why?

[sharky1]

i'm seeing future contract on mexican peso for june 2004 on CME market on eSignal end on my TOL book (iwbank).

[AndyS]

Hi Sharky,

I'm not sure I understand what you said, but if you are seeing trades in your other system but not in eSignal, then could you do me a favor and post a couple of examples that I can go back to QA for further inspection?

Thanks,

[sharky1]

I'd see mexican peso, yesterday, on eSignal charts and at the same time on IWBank Graphic Tool and his book; often different.

[ScottJ]

Hi,

I'm comparing ME M4 in time and sales in eSignal from yesterday with the Time and Sales file from the CME. I don't see any issues jumping out at me. It's really hard troubleshooting data issues without as many specifics as possible. Please post actual figures and times (or screenshots) if you feel we need to investigate further.

Thank you.

[MR]

Hi sharky,

My impression eSignal data correctly reflects the open outcrys of what is being traded on the Chicago CME exchange for the Mexican Peso.

I have never traded this CME Mexican Peso (ME) contract, but have watched it using different Futuresource, CQG and eSignal data feeds over the years.
My observation is-- when compared to other currencies and to Forex trading-- the ME contract traded in Chicago is just not actively traded.

Maybe you are comparing a Forex related, bank currency quote to a specific futures contract traded elsewhere? (or that is the conclusion I am drawing when reading your post.)

[sharky1]

no is the mexican peso future on CME , not another financial instrument. I'lll check other days and i'll tell U' something. Is possible to know how CME decide forex futures Close price's?

[MR]

CME Mexican Peso topic

Here are some CME links to check out.

http://www.cme.com/prd/overview_MP2467.html

http://www.cme.com/dta/del/delayed_quote.html?ProductSymbol=MP&ProductFoiType=FUT&ProductVenue=R&ProductType=cur

http://www.cme.com/dta/del/delayed_quote.html?ProductSymbol=MP&ProductFoiType=FUT&ProductVenue=G&ProductType=cur

http://www.cme.com/

Forex Mexican Peso symbol--
MXN a0-fx

CME Mexican Peso symbols--
June '04 futures contract = ME M4

CME Globex (side-by-side)--
June '04 futures contract = 6M M4