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First, thanks to everyone for their kind response in sending data for
yesterday's S&P session. Everyone should know that there was a problem at the
MERC transmitting GLOBEX data from approximately 7:54 am Chicago time until the
pit trading session opened at 8:30 am Chicago time. This means that ALL
datafeeds are missing the last 26 minutes of the actual GLOBEX session for
yesterday. GLOBEX did trade for those 26 minutes, but the MERC was unable to
transmit the trades because of a downed transmission line.
You cannot get the ticks for this period at the MERC page or through any vendor.
The MERC is looking into re-creating these trades and time-stamping them, but
there is no guarantee they will do this. However, for any of you out there
reading this that now wonder...where in the heck did the real Globex session end
so I can update my tick files with the correct information, here are the last
three actual trades, all Chicago time:
8:14 40 1117:70
8:14 40 1117:60
8:14 57 1117:50
I would like to publicly thank Michelle Sargent, manager of the Globex area, for
sorting through these trades by hand and at least getting us the last three
trades.
Best,
Tim Morge
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