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»Forums Index »Product Support »Data and Content Support »Massive data spike ESH8 and LFH8
Author Topic: Massive data spike ESH8 and LFH8 (13 messages, Page 1 of 1)

Pantani
-Interested User-
Posts: 19
Joined: Dec 12, 2007


Posted: Jan 8, 2008 02:03 AM          Msg. 1 of 13
I have massive data spikes on ESH8 - on my charts the index was trading above 1960.00 for the last hour yesterday (should be 1420)!!! These spikes have continued overnight.

I have massive spikes for the entire afternoon session of LFH8 on Friday 4 Jan.

I have deleted all data & refreshed multiple times and re-booted Ensign multiple times but still have those spikes.

These spikes have been an ongoing problem since joining DTN and Ensign. I am close to giving up on both as neither company seems to have any explanation or solution.

Pantani
-Interested User-
Posts: 19
Joined: Dec 12, 2007


Posted: Jan 8, 2008 02:40 AM          Msg. 2 of 13
On a further refresh of 5min ESH8, the huge upward spikes have disappeared.

However, I now have massive downward spikes - the overnight session starting at 155.00!!!!

DTN_Ken_Heinze
-Interested User-
Posts: 49
Joined: May 4, 2004


Posted: Jan 8, 2008 06:30 AM          Msg. 3 of 13
I am not able to see any spikes on these charts at this time.
I do keep an @es# chart running all night on ensign and it does not show any unusual
characteristics.
I will post more information here as it becomes available

Ken Heinze, Market Access Customer Service

Pantani
-Interested User-
Posts: 19
Joined: Dec 12, 2007


Posted: Jan 8, 2008 07:06 AM          Msg. 4 of 13
Hi Ken ... thanks for the response.

I opened a 5min ES# chart ... and yes... there are no spikes.

I tried a 5min LF# (FTSE) chart also ... guess what? ..... no spikes!!

How can that be?

Last quarter I had masses of problems with spikes on ESU7 and was tearing my hair out trying to get a solution. You may have stumbled on that solution. But why should the quarterly contract be corrupting?

Is this a data feed problem or and Ensign problem? Ensign can offer no explanation however.

Of course, I wouldn't expect you to comment on a third party. I would, however, be grateful for any thoughts you might have.

DTN_SarahS
-DTN Evangelist-
Posts: 195
Joined: May 31, 2007


Posted: Jan 8, 2008 07:48 AM          Msg. 5 of 13
Hello Pantani,

I am sending you an email. At this point, our best bet is to look at the data with different software, so that we can determine if the problem lies with the feed or with the software. Please contact me at your earliest convenience.

Kind regards,

Sarah

Pantani
-Interested User-
Posts: 19
Joined: Dec 12, 2007


Posted: Jan 8, 2008 09:02 AM          Msg. 6 of 13
Sarah .... many thanks

rd2224v
-Interested User-
Posts: 8
Joined: Dec 12, 2007


Posted: Jan 9, 2008 02:27 AM          Msg. 7 of 13
Hallo,

I have also problem with the ESH8, the data from the offical session yesterday are missing.
I have a gap from 1424 to 1400.
I need the data from yesterday.

René

rd2224v
-Interested User-
Posts: 8
Joined: Dec 12, 2007


Posted: Jan 9, 2008 02:54 AM          Msg. 8 of 13
I have restartet my system but the dow-spike stay.

I cannot receive the data from the official session yesterday.

What can I do ?

Thanks

DTN_Ken_Heinze
-Interested User-
Posts: 49
Joined: May 4, 2004


Posted: Jan 9, 2008 07:00 AM          Msg. 9 of 13
Are you also using Ensign? or is it a different program...
I can see all the data from 1/08 on a 5 min. Ensign Chart. (without any spikes up or down)
---
There is a spike filter in Ensign which can be found on the data tab when you double left click
on the chart.

Ken Heinze, Market Access Customer Service

Pantani
-Interested User-
Posts: 19
Joined: Dec 12, 2007


Posted: Jan 9, 2008 07:08 AM          Msg. 10 of 13
Ken ... as a point of interest.... ALL my charts have the spike filter selected and it seems to make no difference whatsover to this particular problem.

DTN_Ken_Heinze
-Interested User-
Posts: 49
Joined: May 4, 2004


Posted: Jan 9, 2008 08:49 AM          Msg. 11 of 13
I am still checking into why these charts are showing spikes - I left a 5 min @esh8 chart open overnight and it looked normal this morning. (I have a note in to Ensign support on this as well)

Ken Heinze, Market Access Customer Service

Pantani
-Interested User-
Posts: 19
Joined: Dec 12, 2007


Posted: Jan 9, 2008 08:54 AM          Msg. 12 of 13
Ken ... many thanks

rd2224v
-Interested User-
Posts: 8
Joined: Dec 12, 2007


Posted: Jan 9, 2008 09:59 AM          Msg. 13 of 13
I work with Ninja Trader and I have down spike only at ESH8.

René
 

 

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