Delayed Nymex OHLC Data

[bpschultz]

My quote sheets and daily snapshot bars are still showing Thursday's OHLC data as of Friday morning at 9:34 a.m. CST.

I have a subscription for delayed futures data using 6.0.2. Please address the problem. Thanks.

Brian

[eSignal_ToddI]

Would you be able to provide an example like the symbol you're looking at or a screenshot.

Here is a Daily chart of CL H9, with the data window on 2/12, and the Daily Snapshot bar, as an example of the numbers I'm showing for yesterday and today.

[bpschultz]

I don't really have time to bother with it. The problem is quite obvious without any of my help.

You need to use DELAYED data. The chart you attached is real time. Just look at the bars on an all sessions chart using a 60-minute bar chart and compare the daily snapshot to the bars. The daily snapshot prices are the same as the quote sheet, which is also wrong.

Regards,

Brian

[eSignal_ToddI]

I saw the problem related to one of our DM locations, it wasn't across the board.

I've reported this issue to our Network Operations.

[bpschultz]

Thank you!

Brian

[bpschultz]

More/Worse Problems

On 2/17/09 at 9:38 EST, there is again another problem with the DELAYED Nymex feed.

Values in QCharts quotesheet (high/low) vs. Nymex web site:

QCharts: Nymex:

CL J9 H: 43.06 L:41.36 H: 42.72 L: 39.41
NG H9 H: 4.631 L: 4.38 H: 4.322 L: 4.225
XRB H9 H: 1.3055 L: 1.249 H: 1.2240 L: 1.1620

Obviously, there is a rather severe discrepancy. The QCharts data appears to be from THURSDAY!!

Please get to the bottom of this problem so that I can spend my time trading rather than documenting data issues. Thank you.

Brian