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Date/Time: Fri, 29 Mar 2024 12:49:18 +0000



WTI Missing data today

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[2020-04-02 16:59:44]
Mattthespaniard - Posts: 41
There are 2 minutes of data missing from 10:35:05 to 10:37:05 NYMEX time coinciding with very one sided volatile market conditions. Literally the chart stopped updating while the DOM went crazy bid.

Any comments on why this happened and how to fix the gap now ?
[2020-04-02 17:51:05]
Sierra Chart Engineering - Posts: 104368
We looked into this. There was no trading data transmitted from the exchange during that time.

Also there was no packet loss on the servers receiving the CME multicast feeds. All packets were received and processed.

There was also an interruption for CLK20 at this time range:
10:47:00 to 10:48:30 US Eastern time.

We also checked with CQG and the same missing data condition is present as well.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2020-04-02 18:29:12
[2020-04-02 18:15:06]
Mattthespaniard - Posts: 41
You are right there was also that second period. The thing is I witnessed the whole thing in awe and trades were made but the chart doesn't reflect what took place in the DOM. So I don't know what to make of it for this and further occasions.
[2020-04-02 18:22:27]
Mattthespaniard - Posts: 41
The trading took place but the exchange didn't bother to transmit the data. How is that even possible, let alone acceptable ?
[2020-04-02 18:28:18]
Sierra Chart Engineering - Posts: 104368
That is a good question. And now they are raising their fees. Clearly the CME technology is having problems.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2020-04-02 21:31:57]
tomas262 - Posts: 131
really.. as of March the 12th 42,517,996 contracts were traded on Globex. If this does not provide enough revenue on exchange fees to catch up with the proper technology I doubt the additional buck for the data will. And I hope they won't follow the ICE-like fee structure :-D
Date Time Of Last Edit: 2020-04-02 21:40:50
[2020-04-03 07:52:15]
Mattthespaniard - Posts: 41
Fees and tech aside, how is it possible that trading can happen and data feed doesn't reflect that ? What is data feed based on then if not what happens in the DOM ? How can they both be separate ? Shouldn't both work and fail simultaneously because they are both one and the same ?

This doesn't inspire any confidence.
[2020-04-03 08:22:59]
tomas262 - Posts: 131
yea very strange, so the orders where correctly executed at those blind spots you say? we could surely contact the exchange and get their response I guess
Date Time Of Last Edit: 2020-04-03 08:28:59
[2020-04-03 09:24:21]
Sierra Chart Engineering - Posts: 104368
Yes contact the exchange. Everyone is missing the data. IQ Feed is missing the data as well.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
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[2020-04-04 08:52:22]
Sierra Chart Engineering - Posts: 104368
Has anyone contacted the exchange for an official response in regards to this? Did they put out a response? All the billions they have and all the money they are taking from traders, they should provide an official explanation to this. Is there a simple explanation that the market was simply halted? Or did they actually not transmit the trading data.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2020-04-04 09:30:41
[2020-04-05 17:37:17]
tomas262 - Posts: 131
Waiting for the response, will share once I get one
[2020-04-05 21:49:36]
tomas262 - Posts: 131
CME responded it is a "velocity logic event" explained here https://www.cmegroup.com/education/demos-and-tutorials/understanding-velocity-logic.html
[2020-04-05 22:26:05]
Sierra Chart Engineering - Posts: 104368
So there was no trading actually occurring than at that time.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

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