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»Forums Index »IQFeed Developer »IQFeed Developer Support »Brent ICE problem
Author Topic: Brent ICE problem (9 messages, Page 1 of 1)

Docent
-Interested User-
Posts: 26
Joined: Jan 27, 2009


Posted: Sep 11, 2018 07:26 AM          Msg. 1 of 9
Hello!
From yesterday on Brent (ticker EBX18) too many trades (may be half!) marked as "O".
I think it is error.
Please, check this.
Thanks!

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Sep 11, 2018 07:28 AM          Msg. 2 of 9
Thanks for the heads up, we'll take a look and let you know.

Tim

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Sep 11, 2018 07:46 AM          Msg. 3 of 9
Ok, this is just a quick count on the 12:00 AM to 6:00 AM timeframe of what I have for implied trades, on EBX18, over the last 8 days.

9/11/2018 4038
9/10/2018 3034
9/7/2018 2592
9/6/2018 4984
9/5/2018 4259
9/4/2018 4895

I got these counts looking at what we have currently in history. So it looks like it is not unusual from my side. Is there a specific period that you are looking at or is there some other place my research may differ from yours?

Tim

Docent
-Interested User-
Posts: 26
Joined: Jan 27, 2009


Posted: Sep 11, 2018 08:04 AM          Msg. 4 of 9
I have the same count for today and yesterday BUT
07/09/2018 - 14
06/09/2018 - 10
05/09/2018 - 349
03/09/2018 - 6

I mean only "O" type.
By volume today and yesterday it was 30% of days volume.
It is so march for non regular trades.



File Attached: screen.png (downloaded 106 times)

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Sep 11, 2018 09:14 AM          Msg. 5 of 9
My numbers were for other trades only. Where are you pulling your data from? Your history, our history? If it is your local store, did it originate from the live stream?

07/09/2018 has these trades and about 2600 more in the first 6 hours. How many trades are you seeing for the entire day on the seventh? I am just trying to figure out where something went South because you appear to be missing a lot of data.

9/7/2018 5:59:30 AM 76.54 1 76.53 76.54<< 46453 0 0 14674970 Other Trade ICEEC IMPLIED
9/7/2018 5:59:30 AM 76.54 1 76.53 76.54<< 46452 0 0 14674964 Other Trade ICEEC IMPLIED
9/7/2018 5:59:11 AM 76.54 4 76.54<< 76.55 46401 0 0 14671888 Other Trade ICEEC IMPLIED
9/7/2018 5:59:11 AM 76.5 1 76.53 76.54 46396 0 0 80437674 Other Trade ICEEC IMPLIED
9/7/2018 5:59:11 AM 76.51 2 76.53 76.54 46395 0 0 80437673 Other Trade ICEEC IMPLIED
9/7/2018 5:57:54 AM 76.53 1 76.52 76.53<< 46325 0 0 41834986 Other Trade ICEEC IMPLIED
9/7/2018 5:57:40 AM 76.54 1 76.53 76.55 46321 0 0 14665696 Other Trade ICEEC IMPLIED
9/7/2018 5:57:40 AM 76.54 1 76.53 76.55 46320 0 0 14665691 Other Trade ICEEC IMPLIED
9/7/2018 5:57:12 AM 76.55 5 76.55<< 76.56 46310 0 0 14664575 Other Trade ICEEC IMPLIED
9/7/2018 5:57:08 AM 76.55 2 76.54 76.56 46304 0 0 14664182 Other Trade ICEEC IMPLIED
9/7/2018 5:57:08 AM 76.51 1 76.55 76.56 46301 0 0 41833578 Other Trade ICEEC IMPLIED
9/7/2018 5:57:08 AM 76.41 1 76.53 76.54 46294 0 0 80428594 Other Trade ICEEC IMPLIED
9/7/2018 5:57:02 AM 76.51 1 76.51<< 76.52 46226 0 0 14663233 Other Trade ICEEC IMPLIED
9/7/2018 5:57:02 AM 76.51 7 76.51<< 76.52 46225 0 0 14663223 Other Trade ICEEC IMPLIED
9/7/2018 5:55:50 AM 76.51 1 76.5 76.52 46207 0 0 14661605 Other Trade ICEEC IMPLIED
9/7/2018 5:55:50 AM 76.51 1 76.5 76.52 46206 0 0 14661599 Other Trade ICEEC IMPLIED
9/7/2018 5:54:51 AM 76.52 3 76.52<< 76.53 46140 0 0 14656215 Other Trade ICEEC IMPLIED
9/7/2018 5:54:51 AM 76.52 1 76.52<< 76.53 46137 0 0 14656203 Other Trade ICEEC IMPLIED
9/7/2018 5:54:51 AM 76.52 1 76.52<< 76.53 46136 0 0 14656191 Other Trade ICEEC IMPLIED
9/7/2018 5:54:51 AM 76.52 2 76.52<< 76.53 46135 0 0 14656179 Other Trade ICEEC IMPLIED
9/7/2018 5:54:51 AM 76.52 1 76.52<< 76.53 46133 0 0 14656167 Other Trade ICEEC IMPLIED
9/7/2018 5:54:51 AM 76.52 1 76.52<< 76.53 46132 0 0 14656155 Other Trade ICEEC IMPLIED
9/7/2018 5:54:51 AM 76.52 1 76.52<< 76.53 46131 0 0 14656143 Other Trade ICEEC IMPLIED

Tim

Docent
-Interested User-
Posts: 26
Joined: Jan 27, 2009


Posted: Sep 11, 2018 09:46 AM          Msg. 6 of 9
Thanks.
May be I am wrong, sorry.
What mean Other Trade for ICE.
Should I draw such trades on chart?

Docent
-Interested User-
Posts: 26
Joined: Jan 27, 2009


Posted: Sep 11, 2018 10:20 AM          Msg. 7 of 9
Sorry, but Today others trades is so march.
800 trades for last 10 minutes.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Sep 11, 2018 10:23 AM          Msg. 8 of 9
I do not think that Other Trades should be on the chart by Default, but I think it has to be an option that can be turned on if your customer would like to see them, even if only occasionally.

Other trades for ICE seem to always be implied trades. These are generally related to trades on underlying spreads and such.

Tim

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Sep 11, 2018 10:36 AM          Msg. 9 of 9
I show about 2000 of 12000 trades in the last half hour are Other trades. That 1/6 ratio matches what we saw on previous checks as well.

Tim
 

 

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