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»Forums Index »Archive (2017 and earlier) »Data and Content Support »feed dax is delayed

Author	Topic: feed dax is delayed (25 messages, Page 1 of 1)
alaindua -Interested User- Posts: 64 Joined: Mar 2, 2005	Posted: May 11, 2005 09:45 AM Msg. 1 of 25 Hi, since a few hours, feed dax (maybe all eurex) is delayed 30s/1minute...
alaindua -Interested User- Posts: 64 Joined: Mar 2, 2005	Posted: May 11, 2005 09:53 AM Msg. 2 of 25 now, 2mn delayed...
DTN_MarketData -DTN's Market Data Experts- Posts: 785 Joined: Jul 15, 2004	Posted: May 11, 2005 09:57 AM Msg. 3 of 25 We are experiencing some queues on this datafeed right now. These should be alleviated in the next few minutes.
alaindua -Interested User- Posts: 64 Joined: Mar 2, 2005	Posted: May 11, 2005 10:41 AM Msg. 4 of 25 ok, thank you, now is good.
alaindua -Interested User- Posts: 64 Joined: Mar 2, 2005	Posted: May 12, 2005 09:44 AM Msg. 5 of 25 Hi, feed datas dax (maybe all eurex) is again delayed !!!
DTN_MarketData -DTN's Market Data Experts- Posts: 785 Joined: Jul 15, 2004	Posted: May 12, 2005 09:48 AM Msg. 6 of 25 It appears we might have seen some very minor delays of around 5 seconds within the last half-hour, otherwise, it appears we have caught up now.
edo309 -Interested User- Posts: 5 Joined: Jan 13, 2005	Posted: May 12, 2005 12:25 PM Msg. 7 of 25 I'm having this problem for the past few days also. The feed is all right for 15-30 minutes then there is a delay of about 5-10 second. After that i need to clear all stored data and reload all data again!! Then the feed appears to be OK again....but after 15-30 minutes it happens again!!!! Can you guys do something about it.... :(
DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 DTN IQFeed/DTN.IQ/DTN NxCore	Posted: May 12, 2005 07:21 PM Msg. 8 of 25 EDO309, This may be coincidence in the timing. We are having issues with our International provider and are on them constantly about it (to say the least). We recently switched to a new feed from them, and initially it looked like it would take care of the issues. However, this doesn't seem to be the case. We are doing everything possible to clear up the situation and make sure we are providing a highly reliable and fast international feed as well. I will post more as we learn more.. Jay Froscheiser DTN - Trading Markets
alaindua -Interested User- Posts: 64 Joined: Mar 2, 2005	Posted: May 13, 2005 10:55 AM Msg. 9 of 25 Hi, the realtime datas are a little bit delayed, ok ! But when I download the datas since this morning, a lot of datas disappeared !!! On eurex only, alaindua
alaindua -Interested User- Posts: 64 Joined: Mar 2, 2005	Posted: May 13, 2005 11:03 AM Msg. 10 of 25 the problem are on the time frame with tick only thank you
DTN_MarketData -DTN's Market Data Experts- Posts: 785 Joined: Jul 15, 2004	Posted: May 13, 2005 11:22 AM Msg. 11 of 25 If you are looking specifically at the cumulative volume & noticing that this may be behind, please be aware that our international data provider has yet to fix an issue with volume. You may notice the total volume going up & then back down -- which may give you the false indication that the contract is slow/behind. The root of this problem is actually at the exchange with two different message types being sent. Eurex is sending volume of trade (with each trade) and this is not tallying up to the cummulative volume message they also send in the feed. We are working with our provider & hope to have it corrected soon. Thank you.
DTN_MarketData -DTN's Market Data Experts- Posts: 785 Joined: Jul 15, 2004	Posted: May 13, 2005 11:38 AM Msg. 12 of 25 We just spoke with our international data provider & they are indicating to us that the volume will be counting up properly starting with Monday's session (May 16). Thank you.
alaindua -Interested User- Posts: 64 Joined: Mar 2, 2005	Posted: May 13, 2005 12:15 PM Msg. 13 of 25 ok thank you regards, alaindua
alaindua -Interested User- Posts: 64 Joined: Mar 2, 2005	Posted: May 17, 2005 07:28 AM Msg. 14 of 25 Hi, Always same problem with tick bar... Today on eurex, it misses tick... alaindua
DTN_MarketData -DTN's Market Data Experts- Posts: 785 Joined: Jul 15, 2004	Posted: May 17, 2005 07:42 AM Msg. 15 of 25 Alaindua, Could you please explain more specifically (in detail) what problem you are encountering? Are you making the claim that we are dropping ticks/trades? Thank you, Market Data Services
alaindua -Interested User- Posts: 64 Joined: Mar 2, 2005	Posted: May 18, 2005 07:07 AM Msg. 16 of 25 Hi, Time frame 1 : time frame with tick in real time Time frame 2 : time frame with tick after download history data You will see that it misses ticks for this same period. Look at the black feature http://cjoint.com/?fsorvr4cBS I hope that with this screenhot you will understand more easily alaindua
alaindua -Interested User- Posts: 64 Joined: Mar 2, 2005	Posted: May 18, 2005 07:35 AM Msg. 17 of 25 You're changed provider ? Before there were not these problems ...
DTN_MarketData -DTN's Market Data Experts- Posts: 785 Joined: Jul 15, 2004	Posted: May 18, 2005 08:13 AM Msg. 18 of 25 We did not change to a different international data provider. We actually migrated our systems to a new and improved server, so that is why we are asking for specific details because we should not be dropping any data. We will continue to investigate. Thank you.
DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 DTN IQFeed/DTN.IQ/DTN NxCore	Posted: May 18, 2005 08:17 AM Msg. 19 of 25 Alaindua, We looked over your images, but can't really determine what to look at because it doesn't look like the screen shot of the entire chart is there. We need to some time reference to know what you are seeing and when. I put a screen shot of our chart with XGM5 showing data from before the current session through current. I don't see any intervals that look like they were missed, but with more information from you maybe we can narrow it down. ftp://www.dtniq.com/iq/xgm5.jpg Please tell us the TIME you think we are missing ticks. Is it only missing in the history data, but you see it in the streaming data? What 3rd party software are you using to chart the data? What are the other lines you have displayed on your screen shot? Thanks Jay Froscheiser DTN - Trading Markets Edited by DTN_Jay_Froscheiser on May 18, 2005 at 08:18 AM
alaindua -Interested User- Posts: 64 Joined: Mar 2, 2005	Posted: May 18, 2005 01:12 PM Msg. 20 of 25 - Is it only missing in the history data, but you see it in the streaming data? Yes it's only missing in the history data. - What 3rd party software are you using to chart the data? Tradestation 2000i - What are the other lines you have displayed on your screen shot? The black line is the same time between time frame 1 and 2. you see that there is not the same number of tick inside of this black line regards alaindua
DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 DTN IQFeed/DTN.IQ/DTN NxCore	Posted: May 18, 2005 02:02 PM Msg. 21 of 25 I need to know WHEN you are talking about. You have 2 charts in your image, but I have no idea what timeframe either of these charts is showing. What 3rd party connector are you using to feed data into TradeStation? The 2 charts are definately showing completely different datasets. My guess is you are comparing live data in local time and comparing it to data from the server which is in EDT because the 2 charts don't coorelate at all as being the same timeframe. Jay Froscheiser DTN - Trading Markets
alaindua -Interested User- Posts: 64 Joined: Mar 2, 2005	Posted: May 18, 2005 02:30 PM Msg. 22 of 25 - What 3rd party connector are you using to feed data into TradeStation? I use hyperserver http://cjoint.com/?fsvNoXCyx6 today's time frame 400Ticks dax time frame 1 : real time time frame 2 : after history download
dtn mike driscoll -Active Trader Management- Posts: 75 Joined: Dec 20, 2004	Posted: May 18, 2005 04:39 PM Msg. 23 of 25 This sounds like an issue that we saw with another customer. Alaindua, Please visit this link and if it is what you are experiencing please download Hyperservers history plugin for TS. http://forum.hypertrader.net/showthread.php?p=8141#post8141 Thanks Mike
alaindua -Interested User- Posts: 64 Joined: Mar 2, 2005	Posted: Jun 1, 2005 09:27 AM Msg. 24 of 25 Hi, Today since 10.00 am, datas CME emini are ok but datas eurex are delayed ! regards alaindua
DTN_MarketData -DTN's Market Data Experts- Posts: 785 Joined: Jul 15, 2004	Posted: Jun 1, 2005 09:37 AM Msg. 25 of 25 Just spot-checked eurex contracts against other sources for volume at 09:35a CST. It appears whatever volume lag you saw is now caught back up.