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Viewing User Profile for: developer_hm
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Joined: Oct 26, 2018 02:10 PM
Last Post: Oct 29, 2018 08:01 AM
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developer_hm has contributed to 2 posts out of 19580 total posts (0.01%) in 589 days (0.00 posts per day).

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I agree that Friday was particularly bad. The entire strip November expiring ESZ8 options was giving me bad prices, which was throwing off calculations we use to drive our model.

I am also still seeing this issue. Sometimes restarting the instance of iqfeed resolves the issue, but often times it does not. I've been noticing that for many instruments that trade on the CME, a bid or ask will get stuck at a particular price for several hours.

Constantly having these bad prices is making the data effectively unusable. Do you have an ETA on when the CME data will become usable again?

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