Support Board
Date/Time: Thu, 06 Feb 2025 06:00:30 +0000
Post From: FDAX DYM19 displaced Volume/OI
| [2019-08-15 13:40:08] |
| 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. |