Real time Dax futures data not saved after 17:45

[stoploss]

c'mon you know Tradestation is not going to update TS2000i anymore. everything was working fine until eSignal changed something. why can't eSignal simply make it the work the way it did before? surely eSignal was not in violation of exchange rules before it made the change.

[ScottJ]

Per Tradestation, the settlement flag isn't "supposed" to halt the real-time display so we're still not 100% clear on what the issue is. In your initial post, you mentioned this began in early July. Do you have the specific date by chance it started so we can check our logs again? Upon the first search, we had no record of changes on our end.

Thanks.

[stoploss]

i noticed the problem started first trading day of july. it may have been a few days afterwards, but june seemed to be fine.

was eSignal always sending the settlement flag the same way?

[amadeu1]

Yes -- we are having the same problem and we are working with Mr. Cornell from esignal to fix this. Very important for us as we have 12 esignal accounts
A firiend of mine in Germany with 2 accounts is also affected.

I really hope they can sort it out

[amadeu1]

we think and we are pretty sure the problem started July 11 to July 15th

[driehaus]

Please deal with that problem very soon! We cannot "hope" and wait until TradeStation will find a solution.
So far we were satisfied with eSignal but this a big issue for us.

Thanks

Driehaus

[ScottJ]

Update:

Tradestation has come back to us on this issue and are unable to offer a solution. The legacy 2000i application is simply programmed to assume that once a settlement price is received, no further updates should be plotted. They no longer update that code so they can't offer a patch or upgrade path.

In terms of early July, we did switch the source of our Eurex data internally and that appears to be the impetus of this change. We've also confirmed that we're properly handling the settlement, per exchange guidelines, but we didn't program any "new" behavior in conjunction with the system switch and have always sent the settlement from Eurex. That said, something feed-wise has changed. That component is still under review but the only application we are aware of having an issue is TS 2000i.

We'll post again when we have more information.

Thanks.

[stoploss]

Hello, any updates on this issue?

[ScottJ]

Unfortunately, we have not found anything to "fix" on our end as we're currently handing the various flags per exchange guidelines. I realize that some behavior must have changed in early July but we have not identified specifically what that was, aside from the switch to a new feed source internally.

I hesitate saying we're done looking but I'm not optimistic that we'll be able to identify any changes to make on our end.

Thanks.

[ScottJ]

We did look into this further and did confirm that the way we're handling the settlement now is accurate per Exchange guidelines and actually follows how most futures exchanges spec it out to vendors. The TS 2000i application is suppressing/ignoring the trades that come in after it receives the settlement.

While we realize the TS 2000i code base is no longer being worked on by TS, that's really where the adjustment needs to be made.

Thanks.

[amadeu1]

If we disconnect TS at 7:40 and reconnect at 7:50, does it still receives the settlement? if not, then I suppose it should update then just like normal, right?

[stoploss]

Scott,

Can you guys please find a solution to this problem? I've been satisfied with eSignal's data feed, but I simply can't keep using eSignal if there isn't a solution to this. Seems like lots of other users are having the problem too. Thanks.

[ScottJ]

Stop loss,

I really had hoped we could solve this and even reached out to TradeStation to see if they could help. Unfortunately, I just don't see an answer using the legacy TS 2000i software.

I wish we had better news as we certainly don't like to lose loyal customers.

Take care.

[stoploss]

this didn't work for me. why wouldn't it if the settlement flag is the only issue?

Originally posted by amadeu1
If we disconnect TS at 7:40 and reconnect at 7:50, does it still receives the settlement? if not, then I suppose it should update then just like normal, right?

[amadeu1]

Originally posted by stoploss
this didn't work for me. why wouldn't it if the settlement flag is the only issue?

Apparently something has changed feedwise. Scott, can you at least explain a bit technical what's happening with the datafeed during this particular time period? is the settlement flag persistent thereafter? Do we still have some hope on this?