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» Missing Open Interest in EuroDollar Futures
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| Author | Topic: Missing Open Interest in EuroDollar Futures (7 messages, Page 1 of 1) |
 rcerda -Interested User- Posts: 9 Joined: Dec 13, 2007 
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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. |
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DTN_Ken_Heinze -Interested User- Posts: 49 Joined: May 4, 2004 
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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 |
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rcerda -Interested User- Posts: 9 Joined: Dec 13, 2007
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Posted: Jan 21, 2008 03:50 PM
Msg. 3 of 7
Hi Ken.
Any update on this issue? Thanks |
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DTN_Steve_S -DTN Guru- Posts: 2096 Joined: Nov 21, 2005
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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)? |
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rcerda -Interested User- Posts: 9 Joined: Dec 13, 2007
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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. |
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DTN_Steve_S -DTN Guru- Posts: 2096 Joined: Nov 21, 2005
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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.
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rcerda -Interested User- Posts: 9 Joined: Dec 13, 2007
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Posted: Jan 22, 2008 12:43 PM
Msg. 7 of 7
Thanks for your help!
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