Real time Dax futures data not saved after 17:45

[stoploss]

Hello,

This problem started beginning of July. I can plot Dax futures (minute bars) up to around 17:45. After 17:45, the chart just stops plotting. Most times the chart stops plotting at 17:45, other times maybe a couple of minutes prior.

I checked Globalserver. Minute data is not being saved after 17:45.

Dax futures trade until 22:00.

If I download historical data, I can get all the bars up to 22:00. The problem is that there's no real time data after 17:45.

Can someone please take a look? Thanks.

[ScottJ]

Can you clarify whether you see this same issue within the eSignal application or if it's isolated to just TS 2000i? That should help narrow the problem down.

Thanks.

[stoploss]

Originally posted by ScottJ
Can you clarify whether you see this same issue within the eSignal application or if it's isolated to just TS 2000i? That should help narrow the problem down.

Thanks.

The market isn't past 17:45 right now so I can't test it. However, I think the ESignal application does continue to plot after 17:45.

BTW, the ticker is AX U1-DT.

[ScottJ]

Thank you. Please confirm when you have a chance to test. We haven't had any reports from eSignal charting users but it would be helpful if other TS 2000i users can chime in whether they are seeing the same issue as well.

Thanks.

[stoploss]

I just confirmed. TS2000i is not plotting past 17:45. Esignal software is plotting after 17:45.

17:45 is the exchange time.

I also found other people who also have this problem. Please see the link.

http://www.trade2win.com/boards/tradestation/129958-anyone-having-trouble-esignal-eurex-data-after-1745-cet.html

[ScottJ]

It is apparently something w/in the TS 2000i application and we've forwarded what we know over to Tradestation to look at. You may want to contact them directly as well.

Thanks.

[stoploss]

I reinstalled TS2000i on multiple computers and I still have the same problem. Can you please look into this issue more? I don't think Tradestation will respond to its TS2000i product because it's so old.

[ScottJ]

We think we understand what's happening but not a fix quite yet. We are sending an official settlement price at 17:45, per the Exchange's rules and procedures, and that appears to be causing TS2000i to assume the market is closed for that day. When trades come in subsequent to that settlement, they look like they are being ignored by TS.

We do have a contact at TS that we've sent over our suspicions to but have not heard back yet.

Thanks.

[stoploss]

The settlement price does appear to be causing the problem. This was reported before and a solution was apparently found. Please see the link below.

http://forum.esignal.com/showthread.php?threadid=32586

[ScottJ]

The event back in Jan 2010 was due to "stale" settlements that should not have been going out. We don't see that is the case this time around but we are leaving the issue open, pending the findings from TS.

Thanks.

[ScottJ]

We're talking with Tradestation and they don't "think" the settlement flag should have an impact but it's looking pretty clear that it is indeed having an impact. They continue to test and we'll post when we get any new information to forward.

Thanks.

[stoploss]

can you please explain the settlement flag? where can i see this?

is there a workaround for now? seems to me eSignal can simply undo the change. everything was working fine before.

[ScottJ]

It should be displayed in T&S. Here's an example of the settlement on Corn today. It represents the end of that trading day and hence establishes the high/low for that day, the "prev" for the following day, etc. It's an exchange requirement. Thx.

[stoploss]

Hello, any updates on when eSignal will fix this issue?

[ScottJ]

As far as we can determine, we are correctly following the exchange guidelines regarding this market. We are aware of no other application having the issue that TS 2000i users have reported.

Let's hope TradeStation can find a solution.

Thanks.