OpenGamma incident

CME SPAN 2 market data errors

Resolved on May 28, 2026, affecting CME and CME.

resolved May 28, 2026, 12:19 PM UTC

Status: We identified an issue with CME SPAN 2 market data which has now been resolved. Problem/Impact: This was impacting calculations using CME SPAN 2 data meaning that calculation errors were thrown and "0" IM was calculated. Impacted calculations have now been re-run after the resolution. Cause: We identified and resolved an issue in our data processing workflow that could intermittently affect the consistency of data being retrieved. We are implementing an improvement to ensure that repeated processing runs remain stable and continue to produce reliable results going forward.

Started
May 28, 2026, 12:19 PM UTC
Resolved
May 28, 2026, 12:19 PM UTC
Duration
–
Detected by Pingoru
May 28, 2026, 12:19 PM UTC

Affected components

CMECME

Update timeline

  1. investigating May 28, 2026, 10:40 AM UTC

    Status: We have identified an issue with CME SPAN 2 market data and we are urgently working on identifying the root cause. Problem/Impact: This is impacting calculations which use CME SPAN 2 data meaning errors are being thrown and "0" IM results are being returned. This appears to be impacting calculations that have ran later in the morning today. Once resolved, any impacted calculations can be re-run.

  2. resolved May 28, 2026, 12:19 PM UTC

    Status: We identified an issue with CME SPAN 2 market data which has now been resolved. Problem/Impact: This was impacting calculations using CME SPAN 2 data meaning that calculation errors were thrown and "0" IM was calculated. Impacted calculations have now been re-run after the resolution. Cause: We identified and resolved an issue in our data processing workflow that could intermittently affect the consistency of data being retrieved. We are implementing an improvement to ensure that repeated processing runs remain stable and continue to produce reliable results going forward.

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