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Data gaps

jessmillar
2007-10-13
2013-04-22
  • jessmillar

    jessmillar - 2007-10-13

    Here is a partial list compiled by ergodic from the OT forum of times when
    the OTFeed appeared to be down.

    2007-2-14: no data for ~222 out of 274 issues from 10:25am till about 11:08am ET -- looks like the NYSE and AMEX feed(s) went down (?)
    2007-3-30: no data across the board from 11:35am till 11:41am
    2007-5-1: no data from 15:01 till 15:13
    2007-5-7: no data from 9:55 till 10:01
    2007-5-15: no data for ~80% of sampled symbols from 9:40 till 9:45
    2007-5-17: a really bad day, data gaps 10:43-10:51, 11:05-11:33, 15:00-15:18, 15:41-end_of_session -- obviously, OT wouldn't have EOD data for that particular day
    2007-6-7: data missing for 60-80% of symbols from 14:31 till 14:43
    2007-6-20: no data from 11:03 till 11:08

     
    • jessmillar

      jessmillar - 2007-10-13

      Oil futures trade multiple times per second,
      so they make a good litmus test for  OT server gaps.
      The contracts appear to start on cm (symbol for the
      CME book under GLOBEX) on July 22, 2006.  For example,
      I just verified the 2007-5-1 and 2007-5-7 gaps detected
      by ergodic using the /CLZ7 contract on cm.

       

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