Support Board
Date/Time: Sat, 23 Nov 2024 14:44:11 +0000
Post From: DOM froze on data release
| [2024-08-22 07:22:44] |
| User745789 - Posts: 313 |
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This is for Eurex, Denali feed. Please see attached left hand side DOM (Bobl) and T&S. Data was released at 9:15am Central European Time which caused a selloff and the bobl DOM froze, bids and offer vanished. It remained that way for about 3 minutes. All other DOMS were operating normally, per the image. Note Time and Sales is frozen at a traded price that was before the selloff. I disconnected and reconnected the data feed but didn't help. I recalculated the chart but didn't help. How can this happen? Did the Bobl DOM freeze because it has a T&S window,, where as the other symbols do not? Also, note the Volume by Price profile on the left at price 117.91: there was 166 traded into the bid, but only 65 shows on Volume by Price. In fact, it is 65 contracts the whole way down in the sell off that happened with the release. Edit: there was a second data release 15 minutes later that had a similar but less dramatic impact, and no DOM froze this time. Date Time Of Last Edit: 2024-08-22 11:08:38
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 2024-08-22 15_17_32-.png / V - Attached On 2024-08-22 07:22:30 UTC - Size: 385.36 KB - 47 views |