Search found 13 matches
- 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: 3824
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...
- Thu Jul 14, 2011 8:46 am
- Forum: Data Providers and other non testing software
- Topic: UA Roll Trigger Bug
- Replies: 7
- Views: 6824
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...
- Thu Jul 14, 2011 7:46 am
- Forum: Data Providers and other non testing software
- Topic: UA Roll Trigger Bug
- Replies: 7
- Views: 6824
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
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
- Thu Jul 14, 2011 7:39 am
- Forum: Data Providers and other non testing software
- Topic: UA Roll Trigger Bug
- Replies: 7
- Views: 6824
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...
- Tue May 31, 2011 8:36 am
- Forum: Data Providers and other non testing software
- Topic: CSI Gone a tad crazy >
- Replies: 8
- Views: 12229
crazy places?
Chris, could you please describe what this means so I can understand?
- 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: 7627
Dollar Index change was May 5, 2007
To amend my above comment, the date was May 5, 2007, not July 4th.
- 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: 7627
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...
- Thu Mar 31, 2011 7:30 am
- Forum: Data Providers and other non testing software
- Topic: Problem with CSI Gold data
- Replies: 3
- Views: 3862
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
GC22011M:
20110325, 201106, 1433.4, 1439.5, 1423.5, 1427.6, 80759, 239766, 275747, 504144
- Thu Mar 31, 2011 7:11 am
- Forum: Data Providers and other non testing software
- Topic: Problem with CSI Gold data
- Replies: 3
- Views: 3862
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.
- 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: 18408
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...
- 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: 18408
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?
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?
- 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: 18408
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.
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.
- 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: 18408
nk cash
Hi Jas, which symbols are you using?