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Viewing User Profile for: cgeorgan
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Joined: Apr 22, 2009 06:15 AM
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cgeorgan has contributed to 3 posts out of 20641 total posts (0.01%) in 4,815 days (0.00 posts per day).

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I've been using DTN for some time with a couple different products (NeoTicker & NinjaTrader). I've been doing some work recently that involves examining bid/ask sizes and prices.

What I've noticed is that I often (as in, at least once/twice a day per instrument in question) get situations where I'll get a zero price and zero size update. This causes all sorts of problems for a platform like NinjaTrader, which does not accommodate filtering for bids/asks.

This happens (or rather, I've witnessed this) in the following:

I've attached a screen shot of this. In this case you can see two updates of zero at 1:30:52 and 1:30:56 CST.

Data and Content Support » Gold (+GC#) Roll Apr 22, 2009 07:37 AM (Total replies: 3)


I would appreciate that, thank you. In some cases it's just too much to wait 14 trading days for a continuous contract to pick up on the most actively traded month.


Data and Content Support » Gold (+GC#) Roll Apr 22, 2009 06:23 AM (Total replies: 3)

Hi -

I'm wondering when you guys are going to roll the Gold continuous contract (+GC#). It's been on "low data" mode for 2 weeks now (low data = few ticks because everybody has moved on to the new M contract). April gold hasn't finished trading (that will happen 3rd business day before the end of April) - but I feel it's DTN's responsibility to keep up with which contract traders consider the front month...

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