Search found 8 matches

by equa
Thu Jul 01, 2010 4:22 am
Forum: Data Providers and other non testing software
Topic: cannot download Csidata this morning
Replies: 8
Views: 3818

still no joy.......
by equa
Wed Mar 24, 2010 5:46 am
Forum: Data Providers and other non testing software
Topic: CSI Data Problem today?
Replies: 13
Views: 4384

hi,

fyi, i am having the same update problems. Also the problem was before and after the windows update.

also on sunday during 1 hour in the afternoon there was a similar problem.

equa
by equa
Tue Dec 29, 2009 1:12 pm
Forum: Custom C++ or Java Platforms
Topic: Dreaming up the ultimate contract stitching software
Replies: 13
Views: 7837

my favorite would be software that could read intraday data and from that would be able to build: 1) continuous backadjusted daily bars using user defined trading hours. 2) continuous backadjusted intraday data using user defined trading hours. The Tickdata engine does this, unfortunately they only ...
by equa
Fri Feb 01, 2008 3:16 am
Forum: Futures Markets
Topic: LCC....
Replies: 5
Views: 4429

Just dodgy data.
by equa
Thu Aug 02, 2007 4:24 am
Forum: Data Providers and other non testing software
Topic: CSI data issues with bund, schatz and bobl
Replies: 5
Views: 5351

As far as i know, this has been going on for quite a while. I however only noticed it in Fixed Income after the introduction of the E2L, E2M etc series. I do remember however that i had this issue with the Dax as well last year which resulted in me manually adjusting the data every day.....
by equa
Fri Jun 22, 2007 6:42 am
Forum: Data Providers and other non testing software
Topic: CSI data issues with bund, schatz and bobl
Replies: 5
Views: 5351

CSI data issues with bund, schatz and bobl

I have found a number of issues with the above data from CSI that have implications for testing and trading. For simplicity i will just use the bund as an example. CSI has 2 series for the bund, EBL and E2L, the first with the normal 17:15 CET fixing price and the second with the "last trade in clos...
by equa
Wed Jun 20, 2007 11:53 am
Forum: Data Providers and other non testing software
Topic: CSI Data Corrections
Replies: 21
Views: 19061

the reply i got from Rudi at CSI which worked is as follows:
Download replacement fact files with "download new stock mkt specs" UNCHECKED. Then Refresh Price history on the 2 bobl cts. nºs 996 and 553. Atferwards rebuild files.
This worked for me.
by equa
Tue Jun 19, 2007 11:52 am
Forum: Data Providers and other non testing software
Topic: CSI Data Corrections
Replies: 21
Views: 19061

they promise that it will be fixed with tonight's update