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»Forums Index »Product Support »Data and Content Support »+GCZ8 minute history erros
Author Topic: +GCZ8 minute history erros (25 messages, Page 1 of 1)

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004


Posted: Oct 14, 2008 07:01 AM          Msg. 1 of 25
There are more than 1 bars with duplicate timestamps in both the 5 minute and 1 minute history for +GCZ8

Start looking 2008-10-13 13:30:00
Also 2008-10-10 09:39:00

DTN_CurtisT
-DTN Technical Support-
Posts: 323
Joined: Jun 14, 2007


Posted: Oct 14, 2008 07:56 AM          Msg. 2 of 25
Hello Shunk, I am seeing the same here as well and have reported it to our Market Data Intgerity team for correction.

Thanks.

Curtis Thompson
curtis.thompson@dtn.com
Trading Markets Customer Service
1-800-397-7000 x3614

DTN_LorenF
-DTN Technical Support-
Posts: 228
Joined: May 11, 2004


Posted: Oct 14, 2008 07:56 AM          Msg. 3 of 25
skunk
Give me some time to look at the data.
Thank you for reporting this.

DTN_LorenF
-DTN Technical Support-
Posts: 228
Joined: May 11, 2004


Posted: Oct 14, 2008 07:56 AM          Msg. 4 of 25
skunk
Give me some time to look at the data.
Thank you for reporting this.

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004


Posted: Oct 15, 2008 07:48 AM          Msg. 5 of 25
Same story for yesterdays data 1 min and 5 min
2008-10-14 13:30:00

DTN_CurtisT
-DTN Technical Support-
Posts: 323
Joined: Jun 14, 2007


Posted: Oct 15, 2008 07:54 AM          Msg. 6 of 25
Hello Skunk, i have reported this to our Market Data Intgerity team for correction.

Thanks.

Curtis Thompson
curtis.thompson@dtn.com
Trading Markets Customer Service
1-800-397-7000 x3614

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004


Posted: Oct 15, 2008 11:27 AM          Msg. 7 of 25
Same garbage for todays data 1 min and 5 min
2008-10-15 08:30:00

DTN_SarahS
-DTN Evangelist-
Posts: 195
Joined: May 31, 2007


Posted: Oct 15, 2008 01:48 PM          Msg. 8 of 25
It looks as if they have identified the source of the duplicate data issues. We are working on a resolution now.

Thank you for your patience, and please let us know if you have any other concerns.


Kind regards,

Sarah
DTN Trading Markets

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004


Posted: Oct 17, 2008 08:06 AM          Msg. 9 of 25
Until the real fix is installed, please manually correct these

+GCZ8 (5 min) 2008-10-16 09:35:00
+GCZ8 (5 min) 2008-10-16 13:30:00
+GCZ8 (1 min) 2008-10-16 09:34:00
+GCZ8 (1 min) 2008-10-16 09:35:00
+GCZ8 (1 min) 2008-10-16 10:19:00
+GCZ8 (1 min) 2008-10-16 11:31:00
+GCZ8 (1 min) 2008-10-16 13:21:00
+GCZ8 (1 min) 2008-10-16 13:30:00
+CLX8 (1 min) 2008-10-16 12:57:00

Stan S
-DTN Guru-
Posts: 256
Joined: Apr 13, 2006


Posted: Oct 17, 2008 08:35 AM          Msg. 10 of 25
Hi Skunk,

I have sent the errors over to our Market Integrity dept. Thanks for the heads up.


Stan S

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004


Posted: Oct 17, 2008 10:21 AM          Msg. 11 of 25
Thanks. The data for the 16th is fixed, but these remain
+GCZ8 (5 min) 2008-10-15 08:30:00
+GCZ8 (5 min) 2008-10-15 13:30:00 twice

Stan S
-DTN Guru-
Posts: 256
Joined: Apr 13, 2006


Posted: Oct 17, 2008 10:25 AM          Msg. 12 of 25
I have sent these to MDI.

THANKS

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004


Posted: Oct 24, 2008 07:44 AM          Msg. 13 of 25
It was better for a few days but it seems the rot is back

+GCZ8 1 and 5 min 2008-10-23 13:30:00

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1748
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Oct 24, 2008 03:50 PM          Msg. 14 of 25
the last couple of days were "luck". We have a fix going into our ticker system this weekend that should resolve the issue with the composite future symbols for good.

Jay Froscheiser
DTN - Trading Markets

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004


Posted: Nov 10, 2008 07:42 AM          Msg. 15 of 25
It appears as though the fix is still under construction.

In the meantime, can somebody please fix the following
2008-11-07 everything before 13:30:00 is fubar 1 min and 5 min
2008-11-06 12:49:00 1 min
2008-11-05 11:28:00 1 min
2008-11-04 11:57:00 1 min
2008-11-03 09:40:00 5 min
2008-11-03 09:45:00 5 min
2008-11-03 09:39:00 1 min
2008-11-03 09:40:00 1 min
2008-11-03 09:41:00 1 min
2008-11-03 09:42:00 1 min
2008-11-03 09:43:00 1 min
2008-11-03 09:44:00 1 min
2008-11-03 09:45:00 1 min
2008-11-03 09:46:00 1 min

lbfvt
-Interested User-
Posts: 75
Joined: Sep 19, 2006


Posted: Nov 10, 2008 08:05 AM          Msg. 16 of 25
..i noticed around 8:38am this morning that
@ZGZ8
@YGZ8
were well behind what my trading platform
was quoting me.

silver
@YIZ8
appeared ok tho?


..it's hard to tell exactly what the problem is because
my trading platform doesn't chart, so i can't compare
to my charting via dtniq, eh.

ZG/YG was at least $5 off from where it should've been tho -

only mentioning here because it's all 'gold', eh ;(

lbfvt

lbfvt
-Interested User-
Posts: 75
Joined: Sep 19, 2006


Posted: Nov 10, 2008 08:17 AM          Msg. 17 of 25
..currently about $6 off the pace -

dtniq showing 763.2

rcg showing 758.8


(take your pick ZG/YG...)

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1748
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Nov 10, 2008 08:23 AM          Msg. 18 of 25
E-CBOT precious metals moved to the NYSE LIFFE exchange (a new exchange) on November 1. Thus, you are receiving this data with a 10 minute delay if you aren't subscribed to the NYSE LIFFE. This exchange is available without exchange fees currently.

If you would like to receive this data in RT, please contact customer support and they will get you authorized.

Please note, if you even think you may be getting delayed data, check the delay field. If it isn't blank, you are not authorized for real time data for that symbol. Right now, you most likely are seeing a "10" in the delay field.

Jay Froscheiser
DTN - Trading Markets

lbfvt
-Interested User-
Posts: 75
Joined: Sep 19, 2006


Posted: Nov 10, 2008 08:41 AM          Msg. 19 of 25
ahh!

that makes sense now - even in my rcg they're now listed
as nyse liffe - i was wondering what that was all about!


how would i check my delay field?

(..i otherwise export to/use a 3rd party program exclusively
and don't see anything obvious in my dtniq box, eh?)

thanks for info & will contact support soon :)

lbfvt

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1748
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Nov 10, 2008 08:43 AM          Msg. 20 of 25
It would be one of the fields we send in the feed. Let me know what software you use and I can check why they aren't showing or making available the "delay" field. They should have some sort of indicator to show you that the data isn't authorized as real time data.

Jay Froscheiser
DTN - Trading Markets

lbfvt
-Interested User-
Posts: 75
Joined: Sep 19, 2006


Posted: Nov 10, 2008 08:54 PM          Msg. 21 of 25
..i'm using the old omega tradestation v4.0 (..don't tell anyone, eh;)

it has a datafeed window where i can probably pick-out that actual field
(if i know what/where it is in the sequence), but simplest thing i can do
is check the symbols' files at their respective start-up times & note if
data shows up at its opening bell or xx minutes afterward instead.

thanks for the update; we're up+running real-time on those e-metals
again now.. i suppose! ];)

lbfvt

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004


Posted: Nov 11, 2008 07:39 AM          Msg. 22 of 25
Thanks for highjacking my thread

Can somebody please manually repair the following:
1 min and 5 min for +GCZ8 - Every bar appears duplicated before 13h30
1 min and 5 min for +CLZ8 - Every bar appears duplicated before 10h22

Stan S
-DTN Guru-
Posts: 256
Joined: Apr 13, 2006


Posted: Nov 11, 2008 07:51 AM          Msg. 23 of 25
Hi Skunk,

I have checked my charts & Time & Sales for both symbols but can not find the duplicates. I have requested our Market Integrity team take a look at them, to be sure the data is clean.

THANKS
Stan S

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1748
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Nov 11, 2008 10:06 AM          Msg. 24 of 25
skunk,
I too have looked at the data on both server farms and don't see duplicated bars. Attached is 1 minute bar data for +CLZ8 from our server.

What software are you using to view the data? Can you clear and refresh the data from the server? Can you provide a screenshot or further details that will help us figure out where the erroneous data is coming from?

Thanks

Jay Froscheiser
DTN - Trading Markets

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004


Posted: Nov 11, 2008 03:50 PM          Msg. 25 of 25
My apologies for the incorrect bug report. The error message from my software is somewhat misleading. If a bar that is out of time sequence is received, it was reporting all earlier timestamps as duplicates when they are simply out of sequence.

If I connect using telnet to IQFEEDs history port and issue the command to fetch 2 days of 5 minute history for +GCZ8 ("HM,+GCZ8,2,5;") I get the following data returned

snipped

2008-11-11 00:20:00,745.8,745.5,745.8,745.6,85271,5
2008-11-11 00:15:00,746.0,744.5,744.5,745.8,85266,19
2008-11-11 00:10:00,745.4,744.1,745.1,744.8,85247,113
2008-11-11 00:05:00,745.9,745.1,745.4,745.4,85134,63
2008-11-11 08:25:00,737.1,737.1,737.1,737.1,85071,0 <=== wtf?
2008-11-11 00:00:00,745.9,745.2,745.8,745.2,85071,70
2008-11-10 23:55:00,746.7,745.9,746.2,746.0,85001,34
2008-11-10 23:50:00,747.1,746.1,747.1,746.6,84967,33
2008-11-10 23:45:00,747.5,746.5,747.4,746.5,84934,47

snipped

2008-11-10 00:15:00,747.6,747.0,747.1,747.6,82932,39
2008-11-10 00:10:00,747.8,747.2,747.8,747.2,82893,7
2008-11-10 00:05:00,748.0,747.2,747.2,747.6,82886,25
2008-11-10 13:30:00,746.5,746.5,746.5,746.5,124566,0 <==== wtf?

!ENDMSG!

I was unable to read the file attached to the previous post
 

 

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