Right now, @CCN7 and @CCZ7 show no bids or asks on IQFeed. At the same time, however, IB shows active trading (and a 4 point bid/ask spread).

At the moment, @CCN7 is (according to IB) bid 1924, ask 1928, @CCZ7 iis bid 1966, ask 1971.

I am requesting market data to look at this now.

Thanks

Any feedback?

I am sorry I submitted the wrong symbols, I sent in the pit trade which of course does not get bid and ask. I called it in and they are looking at the electronics now.

I'm sorry if I'm a pain in the neck, but it's time for my weekly "any update" check. :-)

Sorry for the delay, Tim is out of the office for a few days. Let me see if I can track down who was handling this issue and get an update.

OK, I am not sure who Tim was working with on this but I just had a chat with our Market Data group and they indicated that NYBOT does not send bid and/or ask prices (neither for pit traded or electronic contracts). As such, we have never had them.

Anyone who does have bid and/or ask prices for these contracts are probably getting thier data through ICE which apparently does provide this data.

This is complicated by the recent merger between ICE and NYBOT making it a possiblility that we will have the data available to us in the future but right now, we do not.
Edited by DTN_Steve_S on May 31, 2007 at 03:53 PM

Hi Steve,

I'm confused, am I right with these statements:

- CCN7 is NYBOT floor Cocoa. It should not have bids or asks.
- @CCN7 is ICE electronic Cocoa. It should have bids and asks.

If your data source for @CCN7 is ICE, the bids/asks should be available as well?

We receive @CCN7 from NYBOT as is indicated in the Listed Market Field in the fundamental message.

So, @CCN7 is *not* the ICE contract?

It is the ICE contract.

Essentially, the flow of data for these contracts is as follows:

ICE -> NYBOT -> DTN

NYBOT's datafeed does not provide Bids and Asks and as a result, the ICE contracts we currently get from NYBOT do not have bids and asks either.