Support Board
Date/Time: Fri, 26 Jun 2026 22:17:09 +0000
ES CME/Denali Data issue
View Count: 13
| [2026-06-26 20:59:36] |
| User145288 - Posts: 3 |
|
Gooday, into close today 6/26/2026 there was some issues in the ES T&S stream, I'm wondering if these are issues on Denali/CME side. Here are some examples: -0 bid offer messages DateTime,Price,Volume,Bid,Ask,BidSize,AskSize,Sequence,UnbundledTradeIndicator,Type,TotalBidDepth,TotalAskDepth,TradeIndicator,NumberOfTrades 46199.833402245370962,737750.000000000000000,1,0.000000000000000,738175.000000000000000,0,2,8506955,0,6,0,1595,0,0 -bid=offer messages DateTime,Price,Volume,Bid,Ask,BidSize,AskSize,Sequence,UnbundledTradeIndicator,Type,TotalBidDepth,TotalAskDepth,TradeIndicator,NumberOfTrades 46199.833392141204968,737750.000000000000000,1,737750.000000000000000,737750.000000000000000,2,1,8503932,0,6,1026,1502,0 These values where pulled with sc.GetTimeAndSales() Thanks in advance! |
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