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» Numtrades for globex products is fubar
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| Author | Topic: Numtrades for globex products is fubar (9 messages, Page 1 of 1) |
 skunk -DTN Evangelist- Posts: 249 Joined: May 7, 2004 |
Posted: Mar 24, 2005 07:33 AM
Msg. 1 of 9
The numtrades field for all globex products that I watch (@ES, @NQ, @ER2, @EU, @JY etc) has been steadily increasing for the last two days. Somehow the code to reset the count back to zero at start of session has gone AWOL. This leads to interesting situations where the calculated average trade size is smaller than 1.
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skunk -DTN Evangelist- Posts: 249 Joined: May 7, 2004 |
Posted: Mar 28, 2005 08:28 AM
Msg. 2 of 9
Thank you for resetting the counter
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skunk -DTN Evangelist- Posts: 249 Joined: May 7, 2004 |
Posted: Mar 29, 2005 07:02 AM
Msg. 3 of 9
Oops. Spoke too soon. It's still broken -- although it DID reset over the weekend.
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DTN_Tim_Russell -IQ Server Developer- Posts: 41 Joined: May 3, 2004 
DTN Market Access, LLC. |
Posted: Apr 1, 2005 09:44 AM
Msg. 4 of 9
We're looking into this problem and should have a solution for this problem soon.
I'll post more when I know more about what's actually causing this to not get reset any more. Tim Russell Software Engineer DTN IQ & FinWin |
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skunk -DTN Evangelist- Posts: 249 Joined: May 7, 2004 |
Posted: Apr 1, 2005 10:20 AM
Msg. 5 of 9
Thank you for your prompt attention.
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skunk -DTN Evangelist- Posts: 249 Joined: May 7, 2004 |
Posted: Apr 10, 2005 05:18 PM
Msg. 6 of 9
The good news is that the NUM_TRADES field reset (but it did last Sunday evening too) and is counting up from zero just like it should for all the globex contracts I watch.
The bad news is that the total volume is frozen at Friday's close for every globex product I watch. Ever get the feeling that somebody is testing their hack fixes on the production systems? Edited by skunk on Apr 10, 2005 at 05:24 PM |
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skunk -DTN Evangelist- Posts: 249 Joined: May 7, 2004 |
Posted: Apr 10, 2005 06:31 PM
Msg. 7 of 9
at exactly 19:30 ET, totalvolume mysteriously reset to 0
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skunk -DTN Evangelist- Posts: 249 Joined: May 7, 2004 |
Posted: Apr 11, 2005 07:33 AM
Msg. 8 of 9
And this morning volume reporting is working fine again. I'd thank somebody if they would acknowledge they fixed something.
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skunk -DTN Evangelist- Posts: 249 Joined: May 7, 2004 |
Posted: Apr 13, 2005 09:14 AM
Msg. 9 of 9
NUM_TRADES for globex products is working correctly again.
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