Suspicious data

General discussions about futures.
sluggo
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Post by sluggo » Thu Nov 10, 2011 8:45 pm

CSI data, June 2012 Eurodollar futures contract looks Suspicious.
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ED_M12_CSI.png
ED_M12_CSI.png (10.78 KiB) Viewed 6157 times

rhc
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Post by rhc » Fri Nov 11, 2011 12:55 am

Yes, very suspicious.
Here is what I see when I look at ED_June2012, I think these numbers are correct.
(perhaps people might want to take note of these figures until a correction comes through)
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ED_Jun12.jpg
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sluggo
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Post by sluggo » Mon Dec 05, 2011 12:42 pm

I don't think this is correct.
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NIfutures.png
CSI Unfair Advantage on 05 Dec 2011
NIfutures.png (9.86 KiB) Viewed 6022 times

RedRock
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Post by RedRock » Thu Dec 08, 2011 12:08 am

E2SH12 Mch 12 Schatz. I'm showing a close of 100.08 uhhhh no.

jklatt
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Post by jklatt » Thu Jan 19, 2012 12:19 am

Anyone trading CSI #530 SXE?

Prices seem to be multiplied by 10 tonight.

svquant
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2Yr Notes

Post by svquant » Sat Jan 28, 2012 2:29 pm

Just an FYI that the 2Yr notes in CSI, symbol TU, appear to be incorrect for Friday. I'm showing 111.0 for high and settle which is way different than the CME is showing. TU2 is okay.

For you breakout traders might want to be aware of this potential issue and difference.

marriot
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Kfx

Post by marriot » Wed Feb 22, 2012 3:26 am

Is it dead? :(
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Kfx.JPG
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sluggo
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Post by sluggo » Wed Feb 22, 2012 12:16 pm

As you dig deeper and deeper to learn the truth, maybe your investigations will turn up data such as the random images posted below.

Good luck sorting out your problem!
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figure 5
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part4.png
figure 4
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part3.png
figure 3
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part2.png
figure 2
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part1.png
figure 1
part1.png (49.17 KiB) Viewed 5492 times

fab1usa1
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Post by fab1usa1 » Thu Feb 23, 2012 10:33 am

CSI data, UNG (Nat Gas ETF) looks suspicious after 4-for-1 Reverse Stock Split on February 21st.

I held a short position for several weeks beginning January at $6 and change per share. I exited the position well before February 21st.

After last night's CSI price update my equity curve got seriously damaged for the several weeks I shorted UNG. I am using Broker Positions.

To the best of my knowledge I should not need to go into Broker Positions to make an adjustment since I was in and out of the position at the pre-split price.

Is there something that I do not understand, or is CSI at fault here?

Thanks everyone.
Attachments
UNG before 4-for-1 Reverse Stock Split .png
UNG before 4-for-1 Reverse Stock Split .png (173.67 KiB) Viewed 5437 times
UNG after 4-for-1 Reverse Stock Split .png
UNG after 4-for-1 Reverse Stock Split .png (165.33 KiB) Viewed 5437 times

fab1usa1
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Post by fab1usa1 » Fri Feb 24, 2012 1:41 pm

After not receiving any replies to my post I decided to take matters into my own hands.

I deleted my Broker Positions for UNG then called test.UpdateOtherExpenses() with the gain from that position on the date that it was closed.

I know that my action skews my stats (among other things UNG is no longer counted as a Win.) But it was more important to me for my equity curve to return back to normal.

By the way, I did experiment a bit, and I found that if I kept the broker positions but divided my shares by 4 and multiplied the entry and exit prices by 4 then my equity curve returned to normal. But I did not opt for this solution for two reasons: (1) if UNG reverse splits again in the future then I have to come back and fudge the numbers again, (2) I should not have to do this in the first place!

I wish I could say that I had the time to delve into this problem further but alas I do not.

Below are images of my equity on four consecutive days...
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FAB1USA1 - UNG issue - 20120224 .PNG
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FAB1USA1 - UNG issue - 20120223 .PNG
FAB1USA1 - UNG issue - 20120223 .PNG (25.33 KiB) Viewed 5382 times
FAB1USA1 - UNG issue - 20120222 .PNG
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FAB1USA1 - UNG issue - 20120221 .PNG
FAB1USA1 - UNG issue - 20120221 .PNG (28.02 KiB) Viewed 5382 times

RedRock
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May Lumber CSI error?

Post by RedRock » Thu Mar 29, 2012 8:32 pm

CSI and the CMEs website have the low and settle on all session LBK12 in error according to my intraday charts.

May 12 all session lumber cme 03/29/2012

O 262.90
H 265.00
L 261.50
C 264.90


They have L and C at 261.00

marriot
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Positions changed with the last download

Post by marriot » Fri Aug 03, 2012 3:47 am

With the last download, Equity curve has changed and with that, lot of positions do not match.
I can't find any wrong price.
I am alone?

Thank you

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