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Viewing User Profile for: rcerda
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Joined: Dec 13, 2007 08:24 AM
Last Post: Jan 25, 2008 11:50 AM
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rcerda has contributed to 9 posts out of 21185 total posts (0.04%) in 5,977 days (0.00 posts per day).

20 Most recent posts:
Data and Content Support » Historic tick data of Futures contracts shows a 'last size' value of zero Jan 25, 2008 11:50 AM (Total replies: 1)

Hi.

I'm noticing that some ticks (requested using requestTickHistory via COM) for some Futures contracts come with a 'last size' field equal to zero (0). Some examples are symbols FCF8, LCG8 and +DJU8.

Is this a error on the data? or does it mean something else, i.e., is a value of zero used to identify pit traded ticks or something like that?

Thanks.

Data and Content Support » Missing Open Interest in EuroDollar Futures Jan 22, 2008 12:43 PM (Total replies: 6)

Thanks for your help!

Data and Content Support » Missing Open Interest in EuroDollar Futures Jan 21, 2008 08:41 PM (Total replies: 6)

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.

Data and Content Support » Missing Open Interest in EuroDollar Futures Jan 21, 2008 03:50 PM (Total replies: 6)

Hi Ken.
Any update on this issue?

Thanks

Data and Content Support » Jan 09 2008 daily data is behaiving strangely for some symbols Jan 15, 2008 04:41 PM (Total replies: 3)

Hi.

I'm working on an application that collects daily historical data via COM for 150+ symbols and stores it on a DB. Since data is stored every day, I've been able to compare data changes from day to day.

I've detected some strange behaviors for Jan 9th 2008 on the following symbols:

TYM8 and @QGK8 don't have the Jan 9th daily data available today, despite some days ago they did (i.e. now it's missing)

@QMK8 shows the opposite behavior, it now shows data for Jan 9th while it hadn't on the previous days.

Can you tell me what's going on with these symbols?
Thanks.

Data and Content Support » Missing Open Interest in EuroDollar Futures Jan 15, 2008 04:35 PM (Total replies: 6)

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.

Data and Content Support » NYMEX tick data seems corrupt Dec 13, 2007 04:55 PM (Total replies: 5)

Any estimate when the fix will be completed?
It's been 24 hours now.

You also mentioned that 'primary contracts' were fixed first.
Does that mean the electronic (Globex) only contracts?
Can you tell me how to identify those, i.e. is there a rule for figuring out which prefix should I use (+, @ or none) to get those?

Thanks.

Data and Content Support » NYMEX tick data seems corrupt Dec 13, 2007 09:22 AM (Total replies: 5)

Hi Jay.

Yes, I've just doubled checked the +CLF8 symbol using the sample VC++ application that comes with the IQFeed DEveloper Client and it still shows bad data for yesterday (12-Dec-2007).

Tick data jumps from 10:00 am to 7:00 pm, with nothing in between, although it looks like the missing data is later on the feed.

The other symbols mentioned on my previous post show similar issues.

Data and Content Support » NYMEX tick data seems corrupt Dec 13, 2007 08:58 AM (Total replies: 5)

Hi. I've detected that several symbols (@QHG8, @QGH8, @NQH8, +HOF8, +CLH8, +CLF8, +CLG8, +CLJ8, +RBG8, +RBF8, +RBH8, + HOG8) are getting wrong tick data when requesting Historical Ticks via COM (timestamps are not in cronological order as expected and I'm not sure if the price is ok either)

The problem began yesterday at 7:00 pm New York time and seems to hold up to now.

I chated with DTN Support about 2 hours ago and they told me that this is an exchange problem at the NYMEX/GLOBEX that was detected yesterday at 6:00 pm by DTN staff.

Whats the most efficient way to get notifications regarding this type of problems? Is this the correct Forum for that type of issues?

Do you have an estimate of when this will be solved? It's been more than 12 hours since it began...

Thanks.


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