Heads up, bad open interest data causing roll for ES

General discussions about futures.
Post Reply
zacharyoxman
Roundtable Knight
Roundtable Knight
Posts: 137
Joined: Thu Sep 23, 2004 11:19 am
Location: California

Heads up, bad open interest data causing roll for ES

Post by zacharyoxman » Tue Jan 18, 2011 9:48 pm

CSI #487 (Emini SP):

Data for 20110114 showing an open interest of "0" (for those using Total Open Interest).

This is causing a roll issue for those trading ES, creating a bad roll to June (which we all know doesn't make sense).

I have emailed CSI to correct the data, just thought I'd make everyone aware:
Attachments
es.JPG
es.JPG (105.42 KiB) Viewed 1768 times

Algonquin
Roundtable Knight
Roundtable Knight
Posts: 158
Joined: Sun Jan 28, 2007 9:38 pm
Location: Greenwich, CT

Post by Algonquin » Thu Jan 20, 2011 11:46 am

Thanks for the heads up, Zach! I see this was finally corrected.

(For those of you looking for a great broker - systems of otherwise - I whole heartedly recommend Zach. I've been using him for some time and am a very happy client).

Post Reply