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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Bund Future on Eurex
Author Topic: Bund Future on Eurex (3 messages, Page 1 of 1)

FGBL07
-Interested User-
Posts: 41
Joined: Sep 8, 2011


Posted: Sep 8, 2011 02:52 AM          Msg. 1 of 3
Hi,

there is a problem with the Bund Future traded on Eurex. Front month is BDU11, but it will rollover this noon at 12:30 CET (=6:30 EST). That is in the middle of the trading day.

I tried to plot BD# today around 9:00 CET (=3:00 EST). It loads the data for BDU11 up to yesterday, then plots a few data for BDZ11, but real-time data is plotted for BDU11.

Very confusing and useless. See screen shot.

I'm using Sierrachart 748 as charting program, IQFee Version 4.7.2. Windows Vista 64-bit with all updates.



File Attached: SNAG- 08.09.2011 08.58.31.png (downloaded 1332 times)

max
-Interested User-
Posts: 8
Joined: Aug 6, 2011


Posted: Sep 8, 2011 06:41 AM          Msg. 2 of 3
Hi

i've same problem with BD#, seems @ES# has some issue .

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


Posted: Sep 8, 2011 08:21 AM          Msg. 3 of 3
Hello FBGL07,

We are seeing the same thing here on the Bund, as it was supposed to have rolled last night to the Dec 2011 contract. We have reported this to our Market Data Services Dept, for correction.

As to the @ES# we are not seeing similar issue with it, however the Dec 2011 contract is currently trading at a lower volume than the Sept 2011 contract, so if you want to continue watching the Sept 2011 use @ESU11.

If you have any other problems or questions please let us know.

Curtis Thompson
support@iqfeed.net
support@dtniq.com
Trading Markets Customer Service
1-800-397-7000 x3614
 

 

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