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Old 10-07-2009, 06:44 PM   #1
morphtrade
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Default Zenfire price updates issues

Hi,
For last couple of days I have noticed that I don't get price feed for CL(Nymex Crude) contract from 1200 hrs gmt to 13:00hrs gmt theen price feed starts automatically after that. While during this period I am able to get price feed for other contracts like YM, ES.

Another query, I was told zenfire feed doesn't support historical data but I am able to download 1 sec historical data for upto last 10 days. Could you please confirm how firm the zen historical data goes back upto?
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Old 10-08-2009, 03:41 AM   #2
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Hello morphtrade,

Please see the link below for trading hours as per the CL.
http://www.nymex.com/CL_spec.aspx

Electronic trading is conducted from 6:00 PM until 5:15 PM via the CME Globex® trading platform, Sunday through Friday.

So there is no data from 5:15 PM to 6:00 PM US Eastern Time. This would be 12:15 GMT - 13:00 GMT.

Historical tick and minute data is supported when connected to Zen-Fire. Unfortunately I am not sure how much historical data is exactly available; I suggest to test this on your end.
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Old 10-08-2009, 05:15 AM   #3
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But I get the price feed for CL during that time when dirctly using zen api.
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Old 10-08-2009, 05:27 AM   #4
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I am not sure why you do receive data at these times; I suggest to contact Zen-Fire for clarification then.
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Old 10-08-2009, 06:27 AM   #5
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actually 5:15 Pm est is not 12:15 gmt. So it got to be something else.
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Old 10-08-2009, 06:35 AM   #6
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You are correct. My apologies I calculated the other way around. You refer to London time with GMT, right?

Do you see any errors in the Log-tab around 12:00 and 13:00?
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