Status: We have now implemented a workaround for the underlying market data issue and expect the NSE IM numbers to reflect the latest NSE market data. We will continue to work on a permanent solution and will monitor this incident until that can be released.
Problem/Impact: We did not have complete CoB 29th April NSE market data available before 11:30 AM UK time, and as a result, our NSE calculations for CoB 29th April that triggered prior to that time were using CoB 28th April market data.
Cause: NSE have consolidated their daily reporting and a subset of their market data files is no longer published.
Solution: We have implemented a temporary workaround to account for the change in reporting and have rerun the affected margin calculations.
Further updates will appear here
Monitoring
Status: We have now implemented a workaround for the underlying market data issue and expect the NSE IM numbers to reflect the latest NSE market data. We will continue to work on a permanent solution and will monitor this incident until that can be released.
Problem/Impact: We did not have complete CoB 29th April NSE market data available before 11:30 AM UK time, and as a result, our NSE calculations for CoB 29th April that triggered prior to that time were using CoB 28th April market data.
Cause: NSE have consolidated their daily reporting and a subset of their market data files is no longer published.
Solution: We have implemented a temporary workaround to account for the change in reporting and have rerun the affected margin calculations.
Identified
Status: We have identified an issue with the NSE market data for CoB 29th April and we are urgently working on resolving it. We will continue to keep this page updated.
Problem/Impact: NSE have consolidated their daily reporting and a subset of their market data files is no longer published. As a result our NSE calculator is currently using CoB 28th April market data for CoB 29th April calculations.
Investigating
The latest NSE market data for CoB 29th April is delayed this morning. We have raised this issue to NSE and will keep this page updated.
As a result, until the latest data is published, NSE calculations for CoB 29th April will be using the latest available market data of CoB 28th April.