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»Forums Index »Archive (2017 and earlier) »Data and Content Support »CME problem today?
Author Topic: CME problem today? (2 messages, Page 1 of 1)

nsolot
-DTN Guru-
Posts: 273
Joined: Sep 4, 2004
Posted: Nov 16, 2005 12:32 PM          Msg. 1 of 2
Since about 12:50 EST volume on ESZ5 and NQZ5 has been slipping below that reported by Interactive Brokers. ES now about 800 contracts slow, and NQ about 700.

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore

Posted: Nov 16, 2005 07:20 PM          Msg. 2 of 2
Ned,

We did see an issue where the volume was lower than other feeds. Our engineers looked through our ticker logs but couldn't find any issues of dropped data that could have caused this. We opened a ticket with the exchange to see if they could shed some light one why we would have missed trades, but I haven't heard anything back on it.
Jay Froscheiser
DTN - Trading Markets
 

 

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