record of a data feed problem

[temptrader]

I wish to record a datafeed problem.

I was using IB trading the DOW and DTN IQFeed. I missed the beginning of the long at around 9.45 am market time. I made some money and was about to take the long at 2.30 pm. I could not because my data feed and my IB interface lagged. It made me cautious and I was left out of a potential profit of over 100 points on the DOW.

I'm wondering if anyone else noticed the problem around this time a well, was there something strange going on at the exchange because for IB and DTN to lag is extremely unusual indeed.

 

[PKFFW]

Don't know if it's related but my Zenfire S&P 500 futures feed went haywire today from about 1330hrs(Chicago time).

It worked in my favour but boy was I freaking out until I could get it closed.

Cheers,
PKFFW

 

[grantx]

PKFFW,

Probably the NFP figures, amongst others. My system was the same.

Grant.

 

[new_trader]

PKFFW,

Probably the NFP figures, amongst others. My system was the same.

Grant.

Grant,

NFP is 08:30 Chicago, 13:30UK. Otherwise I would have also given that as the reason.

 

[grantx]

Nt,

You're right - didn't notice the Chicago reference. But I think Chicago is 6 hours behind London. Then again, is this is GMT or BST. 6:30/7:30 pm UK - nothing strange in prices.

Grant.

 

[new_trader]

Nt,

You're right - didn't notice the Chicago reference. But I think Chicago is 6 hours behind London. Then again, is this is GMT or BST. 6:30/7:30 pm UK - nothing strange in prices.

Grant.

I'm sure that between the two of us we'll eventually get the times right
Yes, Chicago is 6hrs behind London time which places NFP at 07:30 Chicago time. What I can say, with 100% confidence, is that NFP had nothing to do with erratic price moves at 13:30 Chicago time. I was trading the ES and I didn't notice anything particularly unsusual at 13:30(Chicago time).

 

[grantx]

NT,

I wish I shared your confidence. What about a third person? Anyway, re the OP's 2:30 (UK )query, nothing happened here.

Grant.

 

[new_trader]

NT,

I wish I shared your confidence. What about a third person? Anyway, re the OP's 2:30 (UK )query, nothing happened here.

Grant.

Grant,

When you've studied and scrutinised the ES contract, day in day out, night in, night out, with live and historical data for over 2 years you can say, with 100% confidence, what is abnormal and what is not. I will reiterate, nothing abnormal appeared on my screens at 13:30 Chicago time.

 

[temptrader]

Grant,

When you've studied and scrutinised the ES contract, day in day out, night in, night out, with live and historical data for over 2 years you can say, with 100% confidence, what is abnormal and what is not. I will reiterate, nothing abnormal appeared on my screens at 13:30 Chicago time.

And in the same light I do the same with the DOW, and something horribly abnormal was happening on the with my feed and IB inteface, from 2.30 market time. Things did not "feel" right, so in cases like this did what I should have done, abstained.

 

[PKFFW]

Grant,

When you've studied and scrutinised the ES contract, day in day out, night in, night out, with live and historical data for over 2 years you can say, with 100% confidence, what is abnormal and what is not. I will reiterate, nothing abnormal appeared on my screens at 13:30 Chicago time.

I use the Zenfire feed and also have a Transact demo feed running and they both started freezing and then jumping around 10-15 points at a time and then freezing again. Exact time was 1333hrs Chicago time. Transact sorted itself out in about 20 mins but the Zenfire feed was messed up until the close.

Three other traders I am in contact with had the same problems so I know it wasn't my computer. Two of those traders use PATS(I think that's the name anyway). So that is at least 3 data feeds that all went haywire at the same time. Two of these traders claim to have received an email from the CME stating there was a problem with their servers that caused the data feed problems and another one about 20 mins later claiming the problem was rectified. I can't vouch for that as I don't receive any emails from the CME.

There definitely was a problem with the data feed though and it had nothing to do with the NFP.

Cheers,
PKFFW

 

[new_trader]

I use the Zenfire feed and also have a Transact demo feed running and they both started freezing and then jumping around 10-15 points at a time and then freezing again. Exact time was 1333hrs Chicago time. Transact sorted itself out in about 20 mins but the Zenfire feed was messed up until the close.

Three other traders I am in contact with had the same problems so I know it wasn't my computer. Two of those traders use PATS(I think that's the name anyway). So that is at least 3 data feeds that all went haywire at the same time. Two of these traders claim to have received an email from the CME stating there was a problem with their servers that caused the data feed problems and another one about 20 mins later claiming the problem was rectified. I can't vouch for that as I don't receive any emails from the CME.

There definitely was a problem with the data feed though and it had nothing to do with the NFP.

Cheers,
PKFFW

Ok, I will double check, just to be sure. I don't receive CME alerts but I get them from my broker whenever there are problems and I didn't receive any alerts.

 

[grantx]

NT,

“I will reiterate, nothing abnormal appeared on my screens at 13:30 Chicago time.” For whose benefit? To whom is this directed?

My attempt at a witty remark, “I wish I shared your confidence.” referred to your suggestion that the two of us will get the times right, not whether something did or didn’t take place: “6:30/7:30 pm UK - nothing strange in prices” (my remark), which is also in agreement with your remark above.

My reference that anything unusual happened was based on looking at my charts, which were fine. However, I do now remember seeing that as described by PKFFW on the DOM’s. I didn’t really take much notice – just put it down to my sh1tty feed.

What is strange is that PKFFW saw it on the CME, I saw it on the CBOT. Of course, I don’t remember the time so it could be coincidental and nothing more than my sh1tty feed.

Grant.

 

[new_trader]

I use the Zenfire feed and also have a Transact demo feed running and they both started freezing and then jumping around 10-15 points at a time and then freezing again. Exact time was 1333hrs Chicago time. Transact sorted itself out in about 20 mins but the Zenfire feed was messed up until the close.

Three other traders I am in contact with had the same problems so I know it wasn't my computer. Two of those traders use PATS(I think that's the name anyway). So that is at least 3 data feeds that all went haywire at the same time. Two of these traders claim to have received an email from the CME stating there was a problem with their servers that caused the data feed problems and another one about 20 mins later claiming the problem was rectified. I can't vouch for that as I don't receive any emails from the CME.

There definitely was a problem with the data feed though and it had nothing to do with the NFP.

Cheers,
PKFFW

I made my trade a few hours before this so I can't say I was glued to my screen at 13:33CME. All I can say is that I don't see any abnormal 10-15 point jumps at that time or within 20 minutes of that time. The market advanced around 15 points between 13:33 - 15:15 (CME) but it doesn't look out of the ordinary to me. This is not to say that it isn't, but in my experience, looking at what I have doesn't appear abnormal.

 

[new_trader]

NT,

“I will reiterate, nothing abnormal appeared on my screens at 13:30 Chicago time.” For whose benefit? To whom is this directed?
Grant.

Grant,

That remark was for your benefit and yours alone! Revel in it and don't share it with anyone else

As for erratic price jumps; We are/were all looking at what we consider to be important. I didn't/don't see anything unusual. Like I said, this doesn't mean it didn't happen.

 

[temptrader]

NT,

“I will reiterate, nothing abnormal appeared on my screens at 13:30 Chicago time.” For whose benefit? To whom is this directed?

My attempt at a witty remark, “I wish I shared your confidence.” referred to your suggestion that the two of us will get the times right, not whether something did or didn’t take place: “6:30/7:30 pm UK - nothing strange in prices” (my remark), which is also in agreement with your remark above.

My reference that anything unusual happened was based on looking at my charts, which were fine. However, I do now remember seeing that as described by PKFFW on the DOM’s. I didn’t really take much notice – just put it down to my sh1tty feed.

What is strange is that PKFFW saw it on the CME, I saw it on the CBOT. Of course, I don’t remember the time so it could be coincidental and nothing more than my sh1tty feed.

Grant.

It was highly unusual for me that IB and the feed were doing it at the SAME time. Previously during the week grey1 reported Esignal data feed problems. I'm just wondering if the exchange had something funny going on, something funny happening at the source.