CSI Data daily change are breaking the system
Posted: Tue Jun 22, 2010 11:08 pm
CSI Data is posting data modification that affect the past.
We start to see on our daily order sheet, position that where not there the previous day, and some that we disapearing without any reason.
We trace it to the fact that CSI is making data change, adjustment in the past.
Those change affect our current position as one entry signal could have been trigger in the past given the new data. Thus the reason why we have some new position and/or some that disapear as the Equity have change.
Here is an example for FRG-T, I have include the CSV file, and the differentiate report in the zip file. the file are for June 15,17 and 21
Anyone have ever experience this?
Denis
We start to see on our daily order sheet, position that where not there the previous day, and some that we disapearing without any reason.
We trace it to the fact that CSI is making data change, adjustment in the past.
Those change affect our current position as one entry signal could have been trigger in the past given the new data. Thus the reason why we have some new position and/or some that disapear as the Equity have change.
Here is an example for FRG-T, I have include the CSV file, and the differentiate report in the zip file. the file are for June 15,17 and 21
Anyone have ever experience this?
Denis