Search found 13 matches

by Josh Reed @ CSI
Wed Oct 05, 2016 8:38 am
Forum: Data Providers and other non testing software
Topic: Creating Nearest and 2nd_Nearest series in CSI
Replies: 1
Views: 421

Re: Creating Nearest and 2nd_Nearest series in CSI

Dear trader20, You should be able to avoid this gap by rolling them Strictly by Trading Days Before Expiry. Here are the results over the past year using a value of 4 trading days ( you may wish to use a larger value ). 412 C2_04X1N: 1st Nearest Futures Contract of Corn (Floor+Electronic Combined)-C...
by Josh Reed @ CSI
Thu Jul 14, 2011 8:46 am
Forum: Data Providers and other non testing software
Topic: UA Roll Trigger Bug
Replies: 7
Views: 4062

Expiration Dates and Rules

LM, Your initial claims were of bogus data and bogus results. Yes, you entered bogus data in the expiration rule editor, you received bogus results. When using this properly, please present us with a 'dangerous' scenerio with supporting data, to back up your assertion of a 'fatal design flaw'. Rules...
by Josh Reed @ CSI
Thu Jul 14, 2011 7:46 am
Forum: Data Providers and other non testing software
Topic: UA Roll Trigger Bug
Replies: 7
Views: 4062

Contract Expiration Rules assume correct expiration rules

LM,
When you enter a rule that does not follow the rules that actually occur, you can expects results like this. BL2 does not expire 1 month prior to it's delivery month.

With Best Regards,

Josh
by Josh Reed @ CSI
Thu Jul 14, 2011 7:39 am
Forum: Data Providers and other non testing software
Topic: UA Roll Trigger Bug
Replies: 7
Views: 4062

Expiration Editor / Expiration Dates in UA

LM, The Expiration Rules are used to know ahead of time when a contract will be expiring, so that we know days before this date when to move. It is not referred to for past historical rolls, the data itself is used, as the last date of the contract is known. This is not the nature of the bug, as you...
by Josh Reed @ CSI
Tue May 31, 2011 8:36 am
Forum: Data Providers and other non testing software
Topic: CSI Gone a tad crazy >
Replies: 8
Views: 5866

crazy places?

Chris, could you please describe what this means so I can understand?
by Josh Reed @ CSI
Mon May 16, 2011 8:10 am
Forum: Data Providers and other non testing software
Topic: WARNING: CSI Dollar Index price bug
Replies: 8
Views: 4310

Dollar Index change was May 5, 2007

To amend my above comment, the date was May 5, 2007, not July 4th.
by Josh Reed @ CSI
Mon May 16, 2011 8:08 am
Forum: Data Providers and other non testing software
Topic: WARNING: CSI Dollar Index price bug
Replies: 8
Views: 4310

Unadjusted Pricing

The Dollar Index prior to July 4th, 2007 was quoted in lesser precision than it is today, by a factor of 10, so the unadjusted close has been reflecting this unadjusted price, many other markets have been represented this way, as if Historical Adjustments were not enabled. I'll be releasing a new ve...
by Josh Reed @ CSI
Thu Mar 31, 2011 7:30 am
Forum: Data Providers and other non testing software
Topic: Problem with CSI Gold data
Replies: 3
Views: 2240

GC2 low

The low I see now is different, as it may have been corrected.

GC22011M:
20110325, 201106, 1433.4, 1439.5, 1423.5, 1427.6, 80759, 239766, 275747, 504144
by Josh Reed @ CSI
Thu Mar 31, 2011 7:11 am
Forum: Data Providers and other non testing software
Topic: Problem with CSI Gold data
Replies: 3
Views: 2240

Gold settlement

I'm not seeing any settlement price of 1422.00 anywhere for Friday on the June 2011 contract. The exchange's settlement is 1427.60 and hasn't changed.
by Josh Reed @ CSI
Wed Mar 23, 2011 8:11 pm
Forum: Data Providers and other non testing software
Topic: Linking historical DM spot to current Euro spot now possible
Replies: 14
Views: 8795

SSI -> NK

Hi Jas, Yes, this works by entering SSI into the Link History From and NK into the Link History To section. I've attached a view of how to specify, and the resulting chart of cash and a continuous contract using the contracts merged, starting in 1984 for cash, and 1986 for contract data. For further...
by Josh Reed @ CSI
Wed Mar 23, 2011 4:23 pm
Forum: Data Providers and other non testing software
Topic: Linking historical DM spot to current Euro spot now possible
Replies: 14
Views: 8795

nk contract data

Hi jas,
Nasdaq 100 NQ's contracts only go back to 1996, just as does ND3.
I can't find any contract data prior to this.
What symbol were you trying to merge when working with NK? SSI?
by Josh Reed @ CSI
Wed Mar 23, 2011 7:17 am
Forum: Data Providers and other non testing software
Topic: Linking historical DM spot to current Euro spot now possible
Replies: 14
Views: 8795

NQ cash data

Hi Jas,
NQ and ND3 cash are currently hard linked, meaning they both share the same cash contract data, starting in 19851001, and are both currently being updated. You should be able to see a cash contract available for NQ. Please let me know if you need any assistance.
by Josh Reed @ CSI
Wed Mar 23, 2011 6:44 am
Forum: Data Providers and other non testing software
Topic: Linking historical DM spot to current Euro spot now possible
Replies: 14
Views: 8795

nk cash

Hi Jas, which symbols are you using?