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»Forums Index »Archive (2017 and earlier) »Data and Content Support »EUR Fx Data
Author Topic: EUR Fx Data (9 messages, Page 1 of 1)

bockdharma
-Interested User-
Posts: 7
Joined: Oct 11, 2004


Posted: Dec 1, 2004 02:54 PM          Msg. 1 of 9
Effective 12/1 I upgraded my CME data feed from mini-only to full since I wanted to start tracking CME's Euro Currency contract.

Though the e-mini's were correctly posting trades promptly, the Euro lagged SIGNIFICANTLY behind. I am using symbol @EUZ4. My charting platform correctly recognizes the symbol as Dec 04 Euro Fx. I am rather certain this is not a charting platform issue as the mini's and other symbols are posting correctly w/o latency.

I am comparing the prices against my broker's data, IB--I know IB is correct for several reasons. At times the DTN data was appraently 5 minutes behind. At first I thought perhaps it was pit data, but that cannot be.

I did try logging on and off the server a few times, thinking I had a bad server, but that did not help.

FYI, I am using the DTN.IQ internet feed service w/Linnsoft's IRT charting.

Any ideas to explain and correct the latency?
Edited by bockdharma on Dec 1, 2004 at 02:57 PM

DTN_MarketData
-DTN's Market Data Experts-
Posts: 786
Joined: Jul 15, 2004


Posted: Dec 1, 2004 02:59 PM          Msg. 2 of 9
Is this currently happening, if not please specify what time this was happening? I've checked our quote against other sources and we are matching tick for tick.

bockdharma
-Interested User-
Posts: 7
Joined: Oct 11, 2004


Posted: Dec 1, 2004 03:06 PM          Msg. 3 of 9
as of 3:04 cst, @euz4 is six ticks off/behind.. @esz4 is accurate.

the problem has been apparent all day.

i will contact support w/Linnsoft to further investigate, but given the platform is receiving ES ok, it is confusing.

bockdharma
-Interested User-
Posts: 7
Joined: Oct 11, 2004


Posted: Dec 1, 2004 03:08 PM          Msg. 4 of 9
for example, at the top of the hour, @euz4 made a quick low at 1.3317 per IB.

DTN.IQ has yet to deliver those ticks as of 3:08 and is STILl printing .3323/.3324.

bockdharma
-Interested User-
Posts: 7
Joined: Oct 11, 2004


Posted: Dec 1, 2004 03:12 PM          Msg. 5 of 9
at 3:09 cst, the euro made a four of five hour high of 1.3328.

simultaneously, the DTN.IQ feed was showing the start of the sell-off down to the 3:00 low of 1.3314...however, as of 3:11, DTN has printed only a low of 1.3318. So the feed seems to be at least ten minutes late.

Also, I will again add that both the ES and NQ feeds look great.

DTN_MarketData
-DTN's Market Data Experts-
Posts: 786
Joined: Jul 15, 2004


Posted: Dec 1, 2004 03:13 PM          Msg. 6 of 9
I have compared @EUZ4 against another competitor and we are updating tick for tick. It's true that it would be odd that @ESZ4 would be correct in Investor RT but @Euz4 would be incorrect but the IQ Feed is correct at this point.

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Dec 1, 2004 03:17 PM          Msg. 7 of 9
I would guess the problem is because you are not authorized for the full CME exchange. EuroFX isn't configured as part of the Emini program from CME, and thus you must have the full CME to get it real time. This is why the Emini symbols (@ES) is showing correct, and the @EU is off by 10 minutes. The exchange requires a 10 minute delay if you don't pay the exchange fee for it.

If you want EuroFX real time, you can go to our website to add the full CME exchange in real time.

Jay Froscheiser
DTN Market Access, LLC.

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Dec 1, 2004 03:22 PM          Msg. 8 of 9
I just noticed your post that you did order the CME. Depending upon when you did this, it is possible that the order hasn't been processed yet. Please contact customer support and we can look up your login ID and get it processed. If it has been processed, you would need to log out and back in to receive the authorization.

Sorry for missing that bit of info from your first post.

Jay Froscheiser
DTN Market Access, LLC.

bockdharma
-Interested User-
Posts: 7
Joined: Oct 11, 2004


Posted: Dec 1, 2004 03:31 PM          Msg. 9 of 9
no problem. upon fruther investigation, yes you are correct about the serive not being added.

customer support dropped the ball on my upgrade. previously, i did not realize that delayed quotes were delivered AT ALL.

i ordered the upgrade on 11/26. for some reason the upgrade just was not processed, but should take effect w/i the hour i am told.

thanks for the prompt attention.
 

 

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