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»Forums Index »Product Support »Data and Content Support »Missing Open Interest in EuroDollar Futures
Author Topic: Missing Open Interest in EuroDollar Futures (7 messages, Page 1 of 1)

rcerda
-Interested User-
Posts: 9
Joined: Dec 13, 2007


Posted: Jan 15, 2008 04:35 PM          Msg. 1 of 7
Hi. I'm requesting dayHistory information via COM for EuroDollar Futures (EDF8, EDG8) using a proprietary application.

I'm always getting a zero value for the daily open interest, which doesn't seem right.

Is there a problem with the feed?

Thanks.

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


Posted: Jan 16, 2008 06:28 AM          Msg. 2 of 7
I am checking into this and will post here with further information as soon as possible.

Ken Heinze, Market Access Customer Service

rcerda
-Interested User-
Posts: 9
Joined: Dec 13, 2007


Posted: Jan 21, 2008 03:50 PM          Msg. 3 of 7
Hi Ken.
Any update on this issue?

Thanks

DTN_Steve_S
-DTN Guru-
Posts: 2088
Joined: Nov 21, 2005


Posted: Jan 21, 2008 04:57 PM          Msg. 4 of 7
I apologise for the delay in getting you a response.

Ken is gone for the day and I'm not sure what he found out about this but I am able to receive OI in daily History (via COM) for these contracts.

Are you still having problems?
If so, are you able to get OI for other contracts?
Can you tell me which server farm you are connecting to (66.112.148.XXX or 66.112.156.XXX)?

rcerda
-Interested User-
Posts: 9
Joined: Dec 13, 2007


Posted: Jan 21, 2008 08:41 PM          Msg. 5 of 7
Hi.

Yes, I'm still having problems with the ED contracts (just checked with @EDH8).
I'm collecting the same information for 150+ other symbols, but these are the only ones with this problem.

I've tried connecting to both server farms, with the same result in both cases.

DTN_Steve_S
-DTN Guru-
Posts: 2088
Joined: Nov 21, 2005


Posted: Jan 22, 2008 08:43 AM          Msg. 6 of 7
The CME does not report OI for @EDH8. The OI reported for EDH8 is for both contracts.

rcerda
-Interested User-
Posts: 9
Joined: Dec 13, 2007


Posted: Jan 22, 2008 12:43 PM          Msg. 7 of 7
Thanks for your help!
 

 

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