OpenGamma incident

ICE IRM2 late market data files impacting morning calculations

Resolved on March 12, 2026.

monitoring Mar 12, 2026, 08:15 AM UTC

Status: We received ICE IRM2 market data files later than normal this morning. The files have been received and were calibrated around 6.45am. Impacted calculations will be re-run to reflected the updated data. Problem/Impact: Morning calculations will have kicked off defaulting to T-2 data for the impacted IRM2 contracts. As a result IM figures will not be reflective of the latest ICE IRMS2 market data.

Started
Mar 12, 2026, 05:18 PM UTC
Resolved
Mar 12, 2026, 05:18 PM UTC
Duration
–
Detected by Pingoru
Mar 12, 2026, 05:18 PM UTC

Update timeline

  1. monitoring Mar 12, 2026, 08:15 AM UTC

    Status: We received ICE IRM2 market data files later than normal this morning. The files have been received and were calibrated around 6.45am. Impacted calculations will be re-run to reflected the updated data. Problem/Impact: Morning calculations will have kicked off defaulting to T-2 data for the impacted IRM2 contracts. As a result IM figures will not be reflective of the latest ICE IRMS2 market data.

  2. resolved Mar 12, 2026, 05:18 PM UTC

    ICE Market Data issue resolved

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