Warning: Potential CSI Data Problem - March Corn Low

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Algonquin
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Warning: Potential CSI Data Problem - March Corn Low

Post by Algonquin » Tue Feb 09, 2010 12:19 pm

The low price CSI is posting for March Corn on February 8 appears to be too low. The correct low as reported by the exchange is 353.40. CSI is reporting a much lower low. Has anyone else encountered this?

sluggo
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Post by sluggo » Tue Feb 09, 2010 12:42 pm

For CSI commodity number 9, symbol "C", UA tells me the low was 354.75

For CSI commodity number 412, symbol "C2", UA tells me the low was 347.25

Jez Liberty
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Post by Jez Liberty » Tue Feb 09, 2010 5:36 pm

mmmmh - I have different values in "my" CSI:

Corn #9 Low: 354.60
Corn #412 Low: 353.40

both values for 08/02

I just downloaded data 30 mins ago

rhc
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Post by rhc » Tue Feb 09, 2010 9:02 pm

I use Premium data rather than CSI but I can confirm that for Monday 8th Feb 2010 I have the following;

Corn C (Floor only) - Low = 354 3/4
Corn C2 (Floor & Electronic) - Low = 347 1/4

(basically as per Sluggo's CSI data above)

7432
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Post by 7432 » Wed Feb 10, 2010 7:47 pm

when checking for correct prices as reported by the CME keep in mind that the daily bulletin is reporting regular trading hours only, so compare the daily bulletin against Corn C or Corn #9, floor only.

when you select a commodity, corn, then settlements on CME's webpage it is supposed to reflect a composite of the day's activity, so compare it against floor and electronic, #412.

for that monday there is an 'A' next to the low of 347'2 which means some joker posted an offer at some point that is lower than the lowest actual traded price.
the spreads are about 11(k) and 22(n) cents so the 347'2 low offer is clearly off by 4-5 cents.
my csi data has cleared that offer print, but the CME website still has it posted.

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Post by RedRock » Thu Feb 11, 2010 1:34 pm

Thanks for doing the research!
7432 wrote: for that monday there is an 'A' next to the low of 347'2 which means some joker posted an offer at some point that is lower than the lowest actual traded price.
the spreads are about 11(k) and 22(n) cents so the 347'2 low offer is clearly off by 4-5 cents.
my csi data has cleared that offer print, but the CME website still has it posted.

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