Hello,
Even if this question is not purely technical, there is recently an explosion of data into the Eurodollar contracts (3 month interest rates) which Refinitiv cannot ignore.
An average .csv file contained usually 1 500 000 events a day for an active contract. An event is a raw of data defined by one timestamp. The data of the previous week (14 OCT - 18 OCT) for the EDM23 contract (June 2023) contained more than 20 000 000 events a day with a peak of 35 000 000 the 18 of October.
Twenty more data than usually... !
It represents an event every 2 milliseconds provided the contract is opened 24 hours out of 24 hours.
Where does it come from?
