Support Board
Date/Time: Sat, 23 Nov 2024 03:39:13 +0000
Post From: Irreparable data outage on new Denali EUREX feed.
| [2021-02-19 07:42:27] |
| User320644 - Posts: 3 |
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Yesterday (18/2), the new Sierra/Denali data feed lost connection on FDAXH21-EUREX from 15:01 until 15:05 (GMT). As of today, it has still not been possible to fill in the missing data over that period using the "Delete/Download Data" option. Over those four minutes there is no tick history, no volume history, no price history. This is obviously a huge problem for ongoing, and especially cumulative, data accuracy when it happens. With my existing data feed from IQfeed, with a brief outage like this it is possible to refresh the data and fill the missing portion in immediately after the outage ends, completing the missing data set. Not being able to do so on the feed we will have to use going forwards would be a significant downgrade in terms of historical data accuracy after even a brief data outage. Another user has posted screenshots of the outage here: EUREX Data feed setup Is this issue known by Sierra, and are there plans to address it? Date Time Of Last Edit: 2021-02-19 08:16:41
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