Data Integrity - Splits, gaps, spikes, whatnot.

[Patrick Slevin]

ES All Sessions

Is there a data feed problem with the ES? I haven't received all-sessions data since early Friday.

Thanks,

--Pat Slevin

[ckelly]

Pat,
My ES & NQ futures are painting up-to-date this morning. To be sure, I'm looking at ES07U & NQ07U.

fyi,
Carol

[Patrick Slevin]

I get gold, Silver and so on moving

But nothing on either ES or NQ.

Checking elsewhere I see ES is up in the low 1460s, however my charts aren't painting anything.

Thanks Carol.

EIT

Nothing on SP either.
Tried switching servers 4 times, still nothing.

[ckelly]

Pat,
Sometimes my ES & NQ charts just plain stop painting. Go figure. So, I regularly construct new ones. I don't know if it will help you or not - but, it's something I get to do several times a week. Additionally, you can try ctrl+alt+n and try changing servers. This may/may not help - but worth a try.

My current ES=1463.00 & NQ-1944.25

Good luck,
Carol

[ketayun]

Carol,

Please post your server address, because I am not getting ES data either.

Thanks

Kate

[Patrick Slevin]

ES Data

Tried all of that Carol.

As well as SP data, still nothing.

If you are still here, which server are you on?

--Pat

[ckelly]

Pat & Kate -
I'm on cc-11.sc8.

Hope it helps.

Carol

[Patrick Slevin]

ES All Sessions

Got it,

Thanks much,

--Pat

[ketayun]

Thanks Carol,

Changed servers- Chart updating however data incorrect on Daily Candle. I show a low of 1433 for 13th Aug, which never happened (check on All Sessions Intraday and other sources) and a volume of 3705045 which has not happened either.

Please lmk what you are showing.

Kate

[ckelly]

Kate,
My Aug 13 Dc also shows a low of 1433 and the AS intradays show a low of 1459.00. And it is not unusual for my intraday/Dc candles to paint really different values on the futures/regular stocks/indices/all sessions/not all sessions. It is a funny little quirk in QC that they typically don't match. So, I keep a close eye on what my brokers show; keep an ear to CNBC on what they report the market/indices is doing; compare to other outside sources and just try to do the best I can.

As for the volume - I have learned to depend on other sources for this info. Most stocks I watch will be off (low) by 70% or more throughout the morning and early afternoon. Then, magically, some will "update" about 2pm and somewhere after the market closes, there will be another update.

Good luck.
Carol

[ketayun]

Hi Carol,

Thanks for confirming data on daily. Ordinarily my All Sessions/Daily match unless it is also end of the week/month because the CME does something wierd to adjust the premium

Volume of course is a known issue and updates after the close.

Kate

BTW I use Sierra charts for backup. It is broker fed and probably more upto date than tv.

[ztrader_2]

Message to Larry about DATA

Hi Larry,

This is directed to you since you are the person that
has come up with so many solutions to issues in the past.

How can the futures data be stable for many weeks?
And just go away over the weekend? and not come back?

But the data "is" on one select server. Why?

What is the issue here? Do you know?
Is anyone trying to fix it?

Will it come back and be stable again?

These isssues seem to pop up areas of great market conflict,
that always seems strange?

Thanks Larry, any insight would be greatly appreciated.

Z

[JayF]

Z,

I think I'll be able to answer that better than Larry, so jump in front of the line so to speak.

We're continuing to research the CME feed issue with our data provider... IDC Real-Time Services (a.k.a. Comstock). They have been and continue to be working hard on solving this. It's unusual for them to take this long to correct a feed issue of this nature, but we'll follow-up with a summary of the problem once we know it. I suspect that this has something to do with the data lines coming into the older Comstock ticker plants, but until we know for sure its difficult to speculate.

The reason why a small handful of servers are not experiencing this problem is because they use a different feed from Comstock that is seemingly unaffected by this.

Regarding how feed problems seem to occur during busy periods is not unusual in the industry (generally speaking.) As the markets get busy, there's usually a tremendously surge not only in trades, but even moreso in the quotes themselves. This dramatically flexes all parts of the data systems, and can lead to a higher chance of problems (picture putting more water pressure into plumbing system; the weakest point is usually more likely to be exposed during that time.) Since QCharts shows every bid and ask quote (not just the best bid/ask) this exacerabates the problem dramatically.

This is one reason we made the decision to switch QCharts over to the eSignal network with QCharts 6.0. Each year eSignal is recommiting to its network by reinvesting significant amounts of revenue back into the system to make sure we can provide a reliable and high-performance network for our customers. Tapping into that infrastructure for our QCharts clients not only provides a significantly improved reliability and speed, but also makes a lot of financial sense as well.

For those that are hindered by today's outage, we apologize for the problems experienced today. We are working on getting this resolved as soon as possible and are also working on getting you the next generation of QCharts out as soon as its ready.

[Larry Marchman]

Z,

Jay said pretty much what I was gonna reply with, but his response was more diplomatic <grin>.

As an additional comment, the two servers (SantaClara 10 and 11) that have the CME data today are the so called test servers that are on a different and fatter pipe feed from Comstock. Those test servers do have issues of their own and were put on hold from further development when eSignal decided to plug QCharts into the eSignal network rather than upgrade the existing infrastructure.

LAM

[ztrader_2]

Thanks for the data feed info,

the reason for not upgrading is that I
run a one third party software that I would
not like to give up until forced to do so.

But if the feed is going to stay this way or
get worse. There will be no choise but to switch.

The problem with Q Charts (even before being
aquired by eSignal) was the feed was always
not the best. It is that the Q Charts software
is much easier to use (I just like it better).

And I was a eSignal user
for years before just going back to using just Q Charts.

Ran both platforms for about four years, so know both
well. There are some features I like in Q Charts not found in
the eSignal software. And none of my emails/suggestions to eSignal support
ever merit a response.

So thanks for the information, hopefully tomorrow will be a
better data feed day.

Z