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CSI data corrections

Posted: Wed Jan 21, 2009 6:26 pm
by Jason Mc
Has anyone come across the following occurrence?

I use CSI’s UA on both my laptop and PC. However, the laptop is automatically handling data corrections from CSI, while the PC needs a manual re-built (if or when I become aware of an error).

An interesting situation recently occurred. A few weeks ago CSI made a change to some data in the September 08 contract of SXE. The result of this was that the signal I got (and acted on) to go short SXE during September, did not occur once the data was corrected.

I only noticed the correction when I updated my laptop and saw TB showing one sequence of trades on the laptop and another on the PC. I was then able to trace the difference back to the altered data in the SXE contract.

Once I did a manual data rebuild on the PC, both laptop TB and PC TB were aligned (and I was short a contract that no longer had a signal to be short).

I have been trying to get some feedback from CSI since late December, but there has not been any great interest.

Does anyone know how to set up CSI so that correcting old data is optional? Unwinding historical trades is clearly not as simple as updating data. After a lot of thought, I am thinking it may be less disruptive to leave the occasional error, rather than creating a situation where there is a significant difference between simulation and actual trading history.