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»Forums Index »Archive (2017 and earlier) »Data and Content Support »NYMEX tick data seems corrupt

Author	Topic: NYMEX tick data seems corrupt (6 messages, Page 1 of 1)
rcerda -Interested User- Posts: 9 Joined: Dec 13, 2007	Posted: Dec 13, 2007 08:58 AM Msg. 1 of 6 Hi. I've detected that several symbols (@QHG8, @QGH8, @NQH8, +HOF8, +CLH8, +CLF8, +CLG8, +CLJ8, +RBG8, +RBF8, +RBH8, + HOG8) are getting wrong tick data when requesting Historical Ticks via COM (timestamps are not in cronological order as expected and I'm not sure if the price is ok either) The problem began yesterday at 7:00 pm New York time and seems to hold up to now. I chated with DTN Support about 2 hours ago and they told me that this is an exchange problem at the NYMEX/GLOBEX that was detected yesterday at 6:00 pm by DTN staff. Whats the most efficient way to get notifications regarding this type of problems? Is this the correct Forum for that type of issues? Do you have an estimate of when this will be solved? It's been more than 12 hours since it began... Thanks.
DTN_SarahS -DTN Evangelist- Posts: 195 Joined: May 31, 2007	Posted: Dec 13, 2007 09:06 AM Msg. 2 of 6 Hello, NYMEX/GLOBEX was closed from roughly 5 pm to 6pm CST yesterday. We were noting many issues with the data last night, but it has been corrected as of this morning. If you have anything in question, please send it thorugh as an attachment or email us at support@iqfeed.net. Kind regards, Sarah DTN Trading Markets
DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 DTN IQFeed/DTN.IQ/DTN NxCore	Posted: Dec 13, 2007 09:14 AM Msg. 3 of 6 We will work on getting those fixed as well. We concentrated on the primary contracts and didn't get the Combined Session symbols fixed unfortunately. Jay Froscheiser DTN - Trading Markets
rcerda -Interested User- Posts: 9 Joined: Dec 13, 2007	Posted: Dec 13, 2007 09:22 AM Msg. 4 of 6 Hi Jay. Yes, I've just doubled checked the +CLF8 symbol using the sample VC++ application that comes with the IQFeed DEveloper Client and it still shows bad data for yesterday (12-Dec-2007). Tick data jumps from 10:00 am to 7:00 pm, with nothing in between, although it looks like the missing data is later on the feed. The other symbols mentioned on my previous post show similar issues.
DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 DTN IQFeed/DTN.IQ/DTN NxCore	Posted: Dec 13, 2007 09:25 AM Msg. 5 of 6 Correct. the + in front of the symbols signifies that it is a combined session symbols. The purpose of my post was to say we didn't get all the data fixed, especially the combined session symbols. Thus, you will see this issue until we are able to get it corrected on the server. Jay Froscheiser DTN - Trading Markets
rcerda -Interested User- Posts: 9 Joined: Dec 13, 2007	Posted: Dec 13, 2007 04:55 PM Msg. 6 of 6 Any estimate when the fix will be completed? It's been 24 hours now. You also mentioned that 'primary contracts' were fixed first. Does that mean the electronic (Globex) only contracts? Can you tell me how to identify those, i.e. is there a rule for figuring out which prefix should I use (+, @ or none) to get those? Thanks.