Traders' Roundtable

i understand your example, but given that more dollars exchanged hands doesn't mean that the specific commodity/stock itself had been purchased/sold more times. Isn't the interest/volume in the stock the basis for liquidity? It seems that using dollar-volume just dilutes the meaning of liquidity its...

After reading about some posts and articles about utilizing dollar volume to focus on more liquid stocks, I still don't quite grasp the significance of avg dollar volume vs plain avg volume. I am assuming/thinking: traders who worry about liquidity usually refer to the ability to in/out without exce...

well another heads up, i was just looking into the 3 month contracts for aluminum and sure enough i found some more "errors" that were confirmed by CSI (I wonder if they are still giving out those free pens). the errors this time were in contract #2096 on the following dates: 20020815 2002...

thank you sluggo, as always your posts are very informative and appreciated :) I was just in the midst of coding a program to look for these discrepancies, but i won't try to reinvent the wheel Thanks again for the link and creating that blox. While it irks me (and i'm sure everyone else) to find th...

If you guys see a huge cliff around 20020203 in your tests and include the LME nickel contract then this may be why: notice the extra zeros...I have contacted CSI about this almost 2 weeks ago and was told that they would put it in the correction file...however I just updated my data a few seconds a...