UK Data Problems

[helenquenet]

Hiya,

If you check the UK data at the moment you'll see there are some errors, I think just decimal place problems but check out SMIN because it was showing a 99% loss of value atr one point today.

Look at the data for REL, ULVR and HSBA as examples.


Cheers

[JayF]

Hello Helen,

Thanks for the report. I no longer see this issue occurring, and it seems to have been corrected. Do you still see this problem?

[helenquenet]

Hi Jay,

Got it currently on:

Low XTA, and low BATS.

Cheers


Helen

[helenquenet]

Just to keep you up to date, at UK close there are issues with:

AHM, ANL, BAA, BP., BSY, GUS, IHG, III, and STAN.

If this isn't helpful I won't bother posting again but I thought it might help you track down the problem. It's a nusiance if you have an EOD style and you want to do calcualtions on H/L/C. I'm having to check the figures on another site at the moment.

Cheers

[JayF]

Helen,

Thank you for all your help.

I think we have enough information to go on for now. A developer is looking deeply into this problem to track it down, and if any further info is needed, one of us will be sure to contact you.

[JayF]

A fix was put into place this weekend to address this issue. If anymore occurences come up, please let us know.

Thanks!

[Pip]

eSignal:

Late last year I had a trial of eSignal, and found that at times of market-moving news announcements, etc, FTSE futures data would usually freeze for a while, and then take some time to catch up. I was assured that you knew about this problem, and that it would be fixed early this year when you switched data supplier.

I have just started a trial of MarketCenter, and find that the problem still exists. For example, yesterday at 3pm London time, on the release of ISM data, FTSE future (symbol LX U3-LX) froze for 4 minutes, and then took a further 10 minutes before it caught up with realtime. Neither e-mini, S&P, or DAX futures, all of which I was monitoring the same time, suffered any obvious delays.

A further problem with FTSE futures is that data is being sent out of market hours, especially and hour or two before the open. Look at a 60-min chart, and every day there are huge bars timed at 6am and 7am, with large volumes as well. This makes a nonsense of a short-term chart, and prevents a seamless join with the previous day's data. The DAX (AX U3-DT) does not have this problem, and a 1-min chart put up early in the morning shows the previous day's data up to the close. Any indicators on FTSE become meaningless, and the large volume figures upset the volume scale for the rest of the day.

I would appreciate your comments on these observations.

[ScottJ]

Hello Pip,

We are aware of sporadic issues on Liffe but we are very close to resolving it. We had the same issues with Eurex up until about 4-5 weeks ago. At that point, a project to change the configuration source route for Eurex quotes was implemented and since that change, everything looks great.

We are making the same changes to Liffe and they could be in place as early as this week. Once the new configuration for Liffe is in place and running, I'll update this thread.

Thanks.

[Pip]

Hi Scott,

Many thanks for your prompt reply. I look forward to seeing the improvements very shortly.

Regards, Pip.

[Pip]

Hi Scott,

Please refer to our exchange of posts on Aug 6th regarding FTSE futures intraday data.

I don't know whether the freezing problem has been solved, because I haven't seen any sharp moves coincident with sharp moves in US for the last few days.

There is a slight improvement is that there is no gap between the prior day's data and today. However, data is still being sent before the market opens. There are still large bars, with large volumes, between 6 and 8 am each morning, UK time, which shouldn't be there.

I would appreciate an update on resolution of this problem.

Pip.

[Pip]

Hi Scott/Jay,

I am pleased to see that the out-of-hours data problem has been solved, and that previous erroneous data has been removed from your database as well.

Thank you.