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  • European data updates

    For those interested, while we currently don't provide continuous contracts for Euro Futures, we are working on it.

    We currently get our European and SIMEX Futures from a 3rd party provider. We are working to connect directly to each exchange so we can better manage the data, just like we do with all US exchanges. This project should be completed by the end of 2002. We then hope to add additional data types, including the creation of continuous contracts for Futures. You should start to see these new additions rolling out in Q1 and Q2 of 2003. We'll be able to provide a more specific ETA early next year.

    We are also working on a solution to our Midnight purge ( PT ) issue that impacts users trying to retrieve historical data in earlier time zones (European customers accessing our servers are most often impacted). We have a fix for that issue and it will be rolled out the week of Thanksgiving.

    We continue to keep our European Data FAQ's updated so if you have any other questions, please take a look:



    Thanks,

  • #2
    Please speed up this process

    Please implement the direct feed for European data a.s.a.p.

    Again today things get messed up, and suddenly 24 hours of data is missing on the CAC-40 future (MT X2-MA). Between 9 am 11-20 (local time, yesterday) and 9 am 11-21. This happened at 9.20 am or something, seriously hurting all charts, indicators and trading!!

    Helpdesk UK always 'will look into it', and never gives any feedback.

    I guess this is the 3rd party provider causing problems, so my only hope is you guys!!

    Hope it will be early Q1, and not late Q2.

    Cheers,

    Edo.

    Comment


    • #3
      Update on CAC-40 issue

      Isn't this just the most weirdest thing. After a reboot, data is restored.......

      This has happened before, data missing --> reboot --> voila.

      Is this a known issue? Is there a work around which I can try without having to reboot?

      Would appreciate any input,

      Cheers,

      Edo.


      P.S. I still hope that implementation of the direct access to European markets will happen a.s.a.p. The data is buggy very often.

      Comment


      • #4
        Re: Reply to post 'European data updates'

        Edo
        Before rebooting the machine have you tried shutting down the program and
        Data Manager and restarting them?
        Sometimes that alone takes you to a different server which is probably what
        is happening to you anyhow.
        Alex

        Comment


        • #5
          switching servers

          I concur with Alexis comments. You were likely connected to a server having problems. Each time you restart eSignal, our Connection Manager routes you to the best available set of servers. We have nearly 200 servers across multiple locations so the Connection Manager's task is to load balance, insure redundancy and route users to servers that are functioning OK.

          It's possible that when you called, we looked-up what server you were connected to and then reported that to our Network. If the Network folks can't resolve right away, they'll take that server off-line so it can't take new connections.

          We are excited to be connected directly for Euro Futs as well. For the specific team working on it, it's the #1 priority they have. I don't think I'd count on the project being completed too many days before our target date of 12/31/02 though.

          Thanks,

          Comment


          • #6
            I have restarted both eSignal, Ensign and the datafeed manager a few times. This time only a reboot worked.

            Next time this happens, I will try a few times more and wait a bit longer before trying. Perhaps this was the only thing the reboot achieved: causing a longer pause between reconnects.

            Thx for your feedback. 12/31/02 sound glorious to me!!

            Edo.

            Comment


            • #7
              A comment on continuous contracts

              Can you stop removing previous month contract on EUREX and MONEP each time a new contract starts trading ? Doing that will allow us, european future traders to get access to previous monthes and rebuild a kind of continuous contract ....


              Matt

              Comment


              • #8
                Re: Reply to post 'European data updates'

                Matt
                Some of the expired contracts are still available as daily. As to intraday
                they are also available but - interestingly enough - only in some intervals.
                For example DAX Sep contract daily is available as AX U2002-DT without any
                problems. Intraday instead I seem to able to get 5 minutes and 60 minutes
                only.
                HTH
                Alex

                Comment


                • #9
                  Matt

                  We do keep the more recent contracts. I just charted AX U2002-DT and AX H2002-DT. You may want to review our FAQ's. Lot's of answers to common questions we get.



                  Thanks,

                  Comment


                  • #10
                    Scott & Alexis,

                    I did try AX U2002-DT with 1mn, 5mn, 10mn. I get a NO DATA each time. I am a EUREX customer...no problem with AX Z2002-DT or AX Z2-DT...

                    I can get it but only with DAY data, no intraday available...

                    Is there a trick I don't get? Or maybe a problem with the way my account is setup?
                    Last edited by mbriand; 11-22-2002, 09:25 AM.

                    Comment


                    • #11
                      Re: Reply to post 'European data updates'

                      Matt
                      I can't get 1 min and 10 min either but I can get 5, 60 and Daily (btw see
                      chart attached to message in beta with question for Matt). Can you at least
                      get the daily?
                      The only thing I can think of would be to log off eSignal and Data Manager
                      and try to reconnect else Scott will have to chime in on the account issue.
                      Alex

                      Comment


                      • #12
                        Yes I also think this is a server related problems, I am probably not on the proper server farm compared to you...Unfortunately can't test it right now.

                        Scott, can someone check if all servers behave the same on expired european future contract?

                        Comment


                        • #13
                          The data is available, but it depends on how you try to grab it. Since this is a September contract and we only have intraday data going back for 60 days, there is only intraday data available from about September 2nd to September 20th.

                          If you're in a standard chart, you would need to have the number of days set to 60 to see the 15 days left on the intraday servers. If you're in an advanced chart, a 60 minute interval would cause the chart to request enough data back to see the data from September. If you use smaller intervals, the request might not go back far enough to see the data so the chart reacts as if there's no data to grab.

                          You can set a time template to specifically grab 60 days of data in which case you'll see the data you're looking for no matter what interval you use. You'll want to be carefull not to use a template like this for current symbols because you might end up asking for more data than your system can handle.

                          The Daily, Weekly, and Monthly intervals on an advanced chart will find the data because we keep it saved on our history servers.

                          Hope this helps,

                          Comment


                          • #14
                            Are continuous European futures available yet?

                            Comment


                            • #15
                              Re: Reply to post 'European data updates'

                              trader42
                              Not yet AFAIK
                              Alex

                              Comment

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