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»Forums Index »Archive (2017 and earlier) »Data and Content Support »What happened???

Author	Topic: What happened??? (3 messages, Page 1 of 1)
skunk -DTN Evangelist- Posts: 249 Joined: May 7, 2004	Posted: Oct 10, 2004 05:05 PM Msg. 1 of 3 http://forums.iqfeed.net/index.cfm?page=topic&topicID=220 Posted: Sep 23, 2004 03:42 PM [Quote Post] [Reply To Post] Msg. 1 of 1 "We are planning to roll out a change to our CME feed processors Sunday Sept 26th. This change should be completely transparent to you. We will not be implementing the new bid/ask blanking upon each trade, although according to exchange specifications we should be. We will continue to investigate what you, our customer wants to see rgarding the quote information from the CME and other exchanges, and make a decision at a later date whether to implement that particular change. If we do decide to implement changes that will effect you, a notice will be made available before it is implemented. We wanted to make you aware of the release this weekend, although you should see no changes to the data you receive. It should not effect you at all. If you see any CME issues let us know by posting to the Data and Content forum. We will have MDI monitoring the opening of CME Sunday night, and paying special attention to it the next week. They will also be monitoring the forum in case you report any issues. Jay Froscheiser DTN Market Access, LLC." From the looks of things this change was only implemented today. It appears that the bid/ask blanking HAS been implemented after all, depite Jays promise. Please roll back the change. This is getting very old...
skunk -DTN Evangelist- Posts: 249 Joined: May 7, 2004	Posted: Oct 10, 2004 05:08 PM Msg. 2 of 3 It appears that the bad code I described here: http://forums.iqfeed.net/index.cfm?page=topic&topicID=216 has found its way back into the food chain as of GLOBEX open this evening.
DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 DTN IQFeed/DTN.IQ/DTN NxCore	Posted: Oct 10, 2004 05:38 PM Msg. 3 of 3 you are correct, and I am digging to find out why. We went against the exchange spec's due to customer requests, but for some reason it is still clearing the bid/ask with a trade. I am in touch with our quote team to determine what is happening and will post more shortly. Jay Froscheiser DTN Market Access, LLC.