Recently, I experienced a strange problem with Eurex futures. Everyday when the market opens, my chart program doesn't display the bars. The IB TWS also doesn't display any quotes. But everything will back to normal after 3 or 4 minutes. Quotes from other markets (CBOT,CME) are OK at the same time. I cannot see the market for that short period won't cause any problem but I feel there are something unusual. I ask the vendor or my chart prog and IB they said no problem! Anyone experience the same?
Are you sure you are not talking about the pre-open period? Market never opens RIGHT at 9am but always around 5 min later
Hi swissair, I am sure ... these problems occured right in the middle of the trading session. It seems to be a problem in the dataflow or its processing.