Posted: Jul 10, 2007 @ 04:10 PM             Msg. 1 of 6

There are strange data spikes everyday in the PROD data for the CME e-minis (ES, NQ, ER2, and EMD).

These data spikes seem to occur at the same time on a daily basis, around 9:28am ET (8:28 CT) and 15:30 ET (14:30 CT).

This afternoon, for example, at 15:30:15 ET (14:30:15 CT) the following spikes were observed in PROD:

ESU7 - 1542.50
NQU7 - 2008.50
ER2U7 - 858.10
EMDU7 - 924.10

Please check the integrity of your data and feed from the CME and advise.

Thanks again for your assistance.

Posted: Jul 11, 2007 @ 10:52 AM             Msg. 2 of 6

we are testing a solution on SIM server - could you please verify that it is solved correctly?

Posted: Jul 11, 2007 @ 12:12 PM             Msg. 3 of 6

I will monitor both PROD and SIM this afternoon for this issue.

Posted: Jul 11, 2007 @ 04:01 PM             Msg. 4 of 6

I can confirm the following for this afternoon (July 11, 2007) at 15:30 EST.

In SIM - on the CME e-mini feeds for ES, NQ, ER2 and EMD - settlement price spikes were NOT present.

In PROD - the settlement spikes WERE still present.

This means that your fix is working in SIM, and can be pushed to PROD when your team has checked and verified this.

Posted: Jul 11, 2007 @ 05:45 PM             Msg. 5 of 6

PROD updated with this fix.

Posted: Jul 11, 2007 @ 05:52 PM             Msg. 6 of 6

Thanks.