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Post From: FDAX DYM19 displaced Volume/OI

[2019-08-15 13:40:08]
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User364630 - Posts: 13
Hi

So, the FDAX feed is still not correct(didnt checked other EUREX symbols).
Open Interest is wrong for the day before. After "Delete and download..." a few times over the current day it is correct sometime.

I made "snapshots" of the last lines from the D1 feed for "FDAX DYU19 SEP19".
EUREX publishes OI the same day 24:00 so it should be available and correct after midnight.

Today, 15.08.2019, OI is even not correct for last 2 days.


FDAX DYU19 SEP19

08.08.2019 18:00
2019/08/06, 11480.0000000, 11741.0000000, 11435.0000000, 11578.0000000, 144853, 126820
2019/08/07, 11608.5000000, 11736.5000000, 11547.5000000, 11630.0000000, 149843, 90586 -> OI: 121648
2019/08/08, 11669.5000000, 11810.0000000, 11644.5000000, 11802.5000000, 95187, 0

09.08.2019 08:00
2019/08/06, 11480.0000000, 11741.0000000, 11435.0000000, 11578.0000000, 144853, 126820
2019/08/07, 11608.5000000, 11736.5000000, 11547.5000000, 11630.0000000, 149843, 121648 -> OI: 121648
2019/08/08, 11669.5000000, 11845.0000000, 11644.5000000, 11795.0000000, 112369, 116751
2019/08/09, 11814.5000000, 11832.0000000, 11777.5000000, 11781.5000000, 3271, 0

09.08.2019 18:49
2019/08/06, 11480.0000000, 11741.0000000, 11435.0000000, 11578.0000000, 144853, 126820
2019/08/07, 11608.5000000, 11736.5000000, 11547.5000000, 11630.0000000, 149843, 121648
2019/08/08, 11669.5000000, 11845.0000000, 11644.5000000, 11795.0000000, 112369, 88827 -> OI: 116751
2019/08/09, 11814.5000000, 11853.0000000, 11662.0000000, 11695.0000000, 87781, 0

14.08.2019 17:21
2019/08/07, 11608.5000000, 11736.5000000, 11547.5000000, 11630.0000000, 149843, 121648
2019/08/08, 11669.5000000, 11845.0000000, 11644.5000000, 11795.0000000, 112369, 116751
2019/08/09, 11814.5000000, 11853.0000000, 11662.0000000, 11670.0000000, 108164, 114677
2019/08/12, 11715.5000000, 11830.0000000, 11607.5000000, 11680.5000000, 95311, 113271
2019/08/13, 11640.5000000, 11833.5000000, 11529.0000000, 11760.0000000, 145911, 89045 -> OI: 121582
2019/08/14, 11787.0000000, 11787.5000000, 11450.0000000, 11461.0000000, 114175, 0

15.08.2019 13:17
2019/08/07, 11608.5000000, 11736.5000000, 11547.5000000, 11630.0000000, 149843, 121648
2019/08/08, 11669.5000000, 11845.0000000, 11644.5000000, 11795.0000000, 112369, 116751
2019/08/09, 11814.5000000, 11853.0000000, 11662.0000000, 11670.0000000, 108164, 114677
2019/08/12, 11715.5000000, 11830.0000000, 11607.5000000, 11680.5000000, 95311, 113271
2019/08/13, 11640.5000000, 11833.5000000, 11529.0000000, 11760.0000000, 145911, 89045 -> OI: 121582
2019/08/14, 11787.0000000, 11787.5000000, 11426.5000000, 11474.0000000, 143969, 0
2019/08/15, 11453.0000000, 11539.5000000, 11450.5000000, 11529.5000000, 7422, 0

15.08.2019 15:22
2019/08/07, 11608.5000000, 11736.5000000, 11547.5000000, 11630.0000000, 149843, 121648
2019/08/08, 11669.5000000, 11845.0000000, 11644.5000000, 11795.0000000, 112369, 116751
2019/08/09, 11814.5000000, 11853.0000000, 11662.0000000, 11670.0000000, 108164, 114677
2019/08/12, 11715.5000000, 11830.0000000, 11607.5000000, 11680.5000000, 95311, 113271
2019/08/13, 11640.5000000, 11833.5000000, 11529.0000000, 11760.0000000, 145911, 89045 -> OI: 121582
2019/08/14, 11787.0000000, 11787.5000000, 11426.5000000, 11474.0000000, 143969, 92419 -> OI: 123503
2019/08/15, 11453.0000000, 11539.5000000, 11257.0000000, 11393.5000000, 114511, 0


I use and checked(for a few days) the Total symbol "DY#-T" and for me it looks correct all the time.

DY#-T
15.08.2019 15:37
2019/08/07, 11608.5000000, 11736.5000000, 11547.5000000, 11630.0000000, 149924, 123793
2019/08/08, 11669.5000000, 11845.0000000, 11644.5000000, 11795.0000000, 112406, 118914
2019/08/09, 11814.5000000, 11853.0000000, 11662.0000000, 11670.0000000, 108184, 116837
2019/08/12, 11715.5000000, 11830.0000000, 11607.5000000, 11680.5000000, 95508, 115531
2019/08/13, 11640.5000000, 11833.5000000, 11529.0000000, 11760.0000000, 146091, 123836
2019/08/14, 11787.0000000, 11787.5000000, 11426.5000000, 11474.0000000, 144107, 0
2019/08/15, 11453.0000000, 11539.5000000, 11257.0000000, 11364.0000000, 0, 0


Thx
d.