Status: We have confirmed that the underlying issue is now resolved. This incident is now closed.
Problem/Impact: We have been seeing calculations failing since 1:00 pm BST. As a result, no screens were being updated with new data, and no new reports were being published.
Cause: There was an issue with a recent update to our SPAN calculation process. Part of this service was out of sync with other calculation logic, resulting in failures when generating margin calculation results.
Solution: Our internal services have been synchronised and re-released. We now see calculations completing as expected. We do not anticipate this error to re-occur.