Search found 17 matches

by jungle
Fri Jun 13, 2008 12:35 pm
Forum: Data Providers and other non testing software
Topic: CSI / fixed expiration roll problems
Replies: 2
Views: 2820

Thanks for posting. I am not doing any back-adjustment.

My impression of CSI is that their data is good, but their service leaves a lot to be desired.
by jungle
Thu Jun 12, 2008 1:54 pm
Forum: Data Providers and other non testing software
Topic: CSI / fixed expiration roll problems
Replies: 2
Views: 2820

CSI / fixed expiration roll problems

According to CSI's tech support, creating an n-th month rolling series with fixed expiration dates does NOT work (i.e. it's a known bug, but there is no ETA for a fix...and it's been outstanding for literally months). In my experience, fixed expiration does actually seem to work for monthly contract...
by jungle
Wed May 14, 2008 8:34 am
Forum: Futures Markets
Topic: WARNING: Senate Democrats look to end U.S. trading
Replies: 6
Views: 4435

Thanks for posting the story. Perhaps the US should just ban speculators from selling stocks, and from buying oil... ; )
by jungle
Wed May 07, 2008 12:16 pm
Forum: Forex
Topic: Does USD price affect foreign forex cross trades?
Replies: 8
Views: 8277

to clarify: a "pair" is two currencies, one of which is USD a "cross" is two non-USD currencies re: the original q, "If I trade a cross that doesn't have USD in it, like EUR/JPY, does the movement of USD affect the profitability of the trade?" that depends on your numeraire currency (i.e. if that's ...
by jungle
Mon May 05, 2008 9:44 am
Forum: Data Providers and other non testing software
Topic: CSI / UA problem
Replies: 5
Views: 4694

The CSI advice will likely be download the most recent build [2.10.6] and try again...
by jungle
Mon Apr 14, 2008 9:18 am
Forum: Data Providers and other non testing software
Topic: CSI UA API and C#
Replies: 10
Views: 6118

Is there a way to avoid downloading cash data? I have set uaApi2.FillInCashPrice = 0; but the cash data still downloads. The API documentation (such as it is) says "non-zero is true", so I don't think the issue is '0' rather than 'false'. EDIT: To skip cash data, you'll need something like if(CSIdel...
by jungle
Wed Apr 09, 2008 7:10 am
Forum: Data Providers and other non testing software
Topic: CSI UA API and C#
Replies: 10
Views: 6118

I spoke to an experienced C# programmer, who said that it's not necessary to use .Close() or .Dispose(). I live and learn...
by jungle
Mon Apr 07, 2008 5:40 pm
Forum: Data Providers and other non testing software
Topic: CSI UA API and C#
Replies: 10
Views: 6118

Thanks Bernd. My (limited) understanding is that it's good practice to dispose of objects, in spite of the garbage collection --- this seems to be why using{...} is recommended, as it implicitly calls .dispose(). But I'm a n00b to C# and am very happy to be corrected by those more knowledgeable!
by jungle
Mon Apr 07, 2008 4:59 am
Forum: Data Providers and other non testing software
Topic: CSI UA API and C#
Replies: 10
Views: 6118

When finished with the UA API, is there a method to dispose of the object? I asked CSI and their response was uaApi2 delete; (where uaApi2 is API2Class object), but that results in an error.
by jungle
Fri Apr 04, 2008 9:53 am
Forum: Futures Markets
Topic: Difference FX SPot and FX Future?
Replies: 1
Views: 2582

Trading spot is different from trading futures (or forwards). You should find out from IB how their roll works - it's very unlikely you'll genuinely be trading spot, as that would require delivery of the notional at settlement. So either you'll be trading spot intraday and closing the position befor...
by jungle
Wed Apr 02, 2008 6:50 am
Forum: Forex
Topic: quoting fx-swaps
Replies: 1
Views: 5265

IIRC there have been a couple of good discussions of FX swaps/forwards on Wilmott.com. If I find the link, I will post it.
by jungle
Wed Apr 02, 2008 6:47 am
Forum: Forex
Topic: future or forward
Replies: 4
Views: 6156

Very much depends on what pairs/crosses you want to trade. Only major pairs are liquid on CME.

I haven't traded on any of the retail platforms, but I understand their roll costs are not transparent, and are potentially high. So that may be worth considering when selecting a platform.
by jungle
Wed Apr 02, 2008 6:39 am
Forum: Data Providers and other non testing software
Topic: CSI UA API and C#
Replies: 10
Views: 6118

Thanks for the responses. Writing to the API is straightforward, even if the documentation/support are somewhat lacking.
by jungle
Thu Mar 27, 2008 6:50 am
Forum: Data Providers and other non testing software
Topic: CSI UA API and C#
Replies: 10
Views: 6118

CSI UA API and C#

is it possible to write to the api using C#? api support is somewhat lacking, which is why i'm posting this here. there is some demo code included as part of the UA download, but the examples are in VBA or C++. [edit: i know you could probably create a wrapper class for the C++ code but i'd rather n...
by jungle
Wed Mar 26, 2008 11:20 am
Forum: Custom C++ or Java Platforms
Topic: Numerical libraries in .Net
Replies: 2
Views: 6689

a related discussion can be found here: http://www.nuclearphynance.com/Show%20P ... DKey=94784
by jungle
Wed Mar 26, 2008 11:15 am
Forum: Custom C++ or Java Platforms
Topic: SQL db design recommendation
Replies: 3
Views: 4678

using a relational database for tick data storage may be undesirable. i will try to post a link to a discussion of this elsewhere. in the mean time, you may wish to look at kdb or xenomorph.