Sometime in the recent past, we have noticed that the settlement quote has been coming thru differently for futures (i.e. ES/CL). We suspect this started when the new session times started.

What we are seeing is the settlement price comes thru correctly, but the high and low are set to bogus values (i.e. high=0.00 and low=0.07 for CL today). This is causing us some issues, and we need to understand why this has changed, and what fields are valid when the settlement price comes thru. Is there a reason that the current high/low are not properly set when the settlement comes thru? What is the best way to determine this condition?

Thank you.

Here is an example L1 Summary quote that came thru today for QCL#:

P,QCL#,24,83.08,0.38,0.004594921,0,1,0,0.07,83.06,83.08,1,1,,,-0.07,17:14:58a,108018,,82.70,0.02,,82.70,,0,,,,,10/16/2014,,83.08,10/21/2014,,,0.38,0,,,0.01,-0.05,,0,-0.000842561,,12,2,5,400640,,0,,,,293257,17:48:50,17:55:01,83.08,8661558,,10/16/2014,112,112,112,17:14:58,,

Notice how the High=0, Low=.07, & Settle=82.70

Hello,

I am sorry, I thought I replied to this yesterday, but we have recreated this and are working to resolve it soon. I will let you know when I have specifics.

Tim