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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Incorrect volume for ER2Z5

Author	Topic: Incorrect volume for ER2Z5 (12 messages, Page 1 of 1)
jstar -Interested User- Posts: 27 Joined: Mar 8, 2005	Posted: Nov 14, 2005 10:48 PM Msg. 1 of 12 Over the past few weeks, the total volume figure does not reset for @ER2Z5. This error occurs about every other day. For example, totday's volume included Friday's volume. After the close today, the volume reset and will be correct for tomorrow. However, the volume will not reset at tomorrow's close and on Wednesday will reflect Tuesday's volume as well as Wednesday's volume. I'm using IQfeed through Quotetracker and do not have this problem with @ESZ5.
jstar -Interested User- Posts: 27 Joined: Mar 8, 2005	Posted: Nov 15, 2005 07:07 AM Msg. 2 of 12 The volume did reset last night but this morning the volume shows 97k before and after backfilling.
jstar -Interested User- Posts: 27 Joined: Mar 8, 2005	Posted: Nov 15, 2005 08:51 AM Msg. 3 of 12 At some point between my earlier post & now, the volume reset ...now showing 14k. Would greatly appreciate a response.
jstar -Interested User- Posts: 27 Joined: Mar 8, 2005	Posted: Nov 16, 2005 09:29 AM Msg. 4 of 12 Anyone else experiencing this volume reset issue with @ER2Z5? Sure would be nice to get a response from IQfeed!
DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 DTN IQFeed/DTN.IQ/DTN NxCore	Posted: Nov 16, 2005 07:22 PM Msg. 5 of 12 Sorry for the lack of response! Our engineers are looking into what could be causing the feed to miss the market reset messages. The reset seems to be received at odd times during the day (when looking through logs), yet today the reset was received properly (without any changes by us). So, we will continue to monitor it to see if we can figure out what may have caused the previous issues and work to keep it from happening in the future. Jay Froscheiser DTN - Trading Markets
jstar -Interested User- Posts: 27 Joined: Mar 8, 2005	Posted: Nov 17, 2005 10:25 AM Msg. 6 of 12 Thank you for your response Jay! Please keep me updated.
jstar -Interested User- Posts: 27 Joined: Mar 8, 2005	Posted: Dec 1, 2005 09:25 AM Msg. 7 of 12 The volume for @ER2Z5 did not reset again today. @ESZ5 did not reset until some time after 8:00am et.
jstar -Interested User- Posts: 27 Joined: Mar 8, 2005	Posted: Dec 19, 2005 09:23 PM Msg. 8 of 12 Jay, Seems the volume for ER is not resetting again. The volume for ER at 10pm et is 90367. This also occured on last Monday and last wed after the 4:15pm close. Tonight, the time stamp on my raw data shows an entry at 16:30:27pm of -91,149, then 3 (1) contract trades and another entry at 16:31:47pm of 90,146. This extra entry of 90146 screws up my volume charts creating a blank time gap spread on my charts. I can email you a picture of the chart if you like. I sent the chart to Jerry at QT & he siad it was caused by a large volume at the start of the period which lead me to look at the raw. Please advise a solution to this issue. Thanks!
DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 DTN IQFeed/DTN.IQ/DTN NxCore	Posted: Dec 20, 2005 08:00 AM Msg. 9 of 12 this is being caused by a problem on our ticker plant, and each time we see it we run a decode of the feed to find out what is causing it, and supposedly fix the issue. It has been escalated again and we will take another run and figuring out what is causing this and make sure we lick it for good. Jay Froscheiser DTN - Trading Markets
DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 DTN IQFeed/DTN.IQ/DTN NxCore	Posted: Dec 20, 2005 03:14 PM Msg. 10 of 12 We have some new code going live on a backend system which should resolve this issue once and for all. The change won't effect users (except for the fact that clearing of volume should occur correctly from now on). Thank you for your patience as we worked to resolve the issue. Jay Froscheiser DTN - Trading Markets
jstar -Interested User- Posts: 27 Joined: Mar 8, 2005	Posted: Dec 20, 2005 10:32 PM Msg. 11 of 12 Thank you Jay & your support team!
jstar -Interested User- Posts: 27 Joined: Mar 8, 2005	Posted: Dec 21, 2005 06:59 AM Msg. 12 of 12 Jay, The volume for ER did not reset again this morning. I closed my QT just after 4:15pm yesterday and reopened this morning. The current volume shows 97727. After using tick backfill, the following entries appeared causing a huge time spread on my charts. 16:31 -97669 16:33 97667 16:41 -97665 07:46 97383 Edited by jstar on Dec 21, 2005 at 07:10 AM