Server glitch or ?

[Anson]

Something happened today just after the FOMC Minutes release.
Please refer to the pic above.

There's a strange print going on there @ 14:00:11 showing 1096.30 for both price and size.

Following that... we have a print showing a "Sell" of 35375 lots @ the price of 4122.

The size looked a little unusual and so I started looking around for gaps in data as my experience is that such "huge trades" are usually an "accumulation of trades" lumped together after a gap in data. There was none before the unusual prints but there are 2 after it.

The first gap is for 7 mins between 14:00:12 and 14:07:12 as you can see in the same picture.

The 2nd gap immediately follows. Again for about 7mins between 14:07:12 and 14:14:50.

This is followed immediately by a 4638 "Sell" print @ 4116.

And to add to the confusion, I have a 2nd pic of the same data but shown on Marketdelta which I subscribe to. Pls refer to pic below and comments below it.



Notice the green color of the delta at the price of 4122 in the 30mins that ended @ 1430 implies that the 35375 print mentioned above is a "Buy" to Marketdelta.

eSignal, please please look at this. I really hope eSignal can fix this data as I'm sure more than a few of us use T&S data or Marketdelta. I rely on it heavily and this incident today is a real problem for me especially for those of us who use more than intraday data.

[ScottJ]

Those certainly look like bad ticks. I've sent the T&S data over to our QA group to confirm and correct.

If you ever see bad data again, you can send them directly to our QA group via our Bad Tick Reporter.

Thanks for the heads-up.

[Anson]

Scott,

Thanks for the response. I hope you can forward my earnest request for this data to be fixed to the right people in eSignal.

Some of us use more than a few days of T&S data for our own stuff or for programs like Marketdelta and stuff like this makes the cumulative data very hard to read since that "huge sell" might not really be "huge" or a "sell" at all! I currently have no idea how to include the data after 2pm EST and it's driving me nuts.

This is not the first time data has gone bad and certainly won't be the last and I understand that. All I ask for is that the issues be resolved asap. That's all!
Thank you.

[mjones]

The bad ticks for ET Z6-DT have been deleted. We apologize for the inconvenience.

MJones

[Anson]

Originally posted by mjones
The bad ticks for ET Z6-DT have been deleted. We apologize for the inconvenience.

MJones

mjones,

Thanks for the response.
However, I'm abit concerned about this "fix". The "bad" ticks have been deleted but I believe the "bad" ticks were caused by gaps in the data running a total of 14mins. Deleting the bad tick as such seems to me to be removing all the 14mins worth of data.

As you can see in my post below... there were about 14mins of trades/quotes that were missing and I'm guessing they were accumulated into that "bad" tick.

I really hope those 14mins of missing data can be restored somehow. Otherwise, we have 14mins of post-FOMC Minutes data missing in the very 15mins following the release. That is important information to some of us! 30,000 lots could have been bought or sold then. Now, I don't know what happened!

Thank you.

[mjones]

Anson,

I sent another request to QA relating to the time & sales data we're seeing on 11/15.

We will provide an update on this matter when more information becomes available.