CSI vs Pinnacle data ?

Use this forum to discuss data providers like CSI, charting, or other non testing software.
sluggo
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Post by sluggo » Sun Oct 07, 2007 10:25 am

Sorry, I should have mentioned the link is to a thread in the Blox customers support area.

Roger Rines
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Post by Roger Rines » Sun Oct 07, 2007 12:41 pm

Sluggo wrote:it provides a nice "edge" that other traders don't have

Getting an "edge" in trading is something all the traders I know want, but almost none of them are willing to make the effort required to achieve the “edgeâ€

LeapFrog
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Post by LeapFrog » Fri Oct 12, 2007 9:50 am

At Sluggo's suggestion, I had a look at Reuters (Equis) EOD offering - they have a nice 60 day trial for about $25.00

It isn't for me I don't think - even though well priced. Best I can tell, you get prerolled continuous data only. That wouldn't be so bad except that their method of rolling appears to be the contract expiration date, from one to the next, without regard to volume or open interest. This is a curious method indeed but I can only assume it is used by many of their clients.

FWIW, I could not seem to get their metastock files directly into TB as metastock files. I had to "convert" the metastock files to ascii first (which is doable with the software they provide, except only on a single market at a time). My impression is that it would be labor intensive to manipulate a large number of markets into TB.

Just my 2 cents and clearly they have a large following of traders with big names.

On a separate note, I also looked at TickData Corporation's offering and they do appear to have exactly what I was looking for - the ability to create custom daily bars out of intraday tick data, using any combination of pit, electronic, day and night sessions. Here is a link to their demo:

http://www.tickdata.com/html/demo.html

LeapFrog
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Post by LeapFrog » Tue Mar 11, 2008 8:06 am

LeapFrog wrote:My Pinnacle Data subscription is due for renewal and so I checked CSI's offering to compare once again.

CSI - cost for one year (including license fee) = $1,035*
Pinnacle - cost for one year (including license fee) = $200

* From CSI's web site: license fee = 135, one year of 69 markets going back 10 years = 540, LME data = 60, additional 15 years of data @ $20/year = 300...total = $1,035.00 (I'm sure some of their 69 or 900 markets don't have 25 years of data, but I could not determine which markets do or don't from their web site.)

Still can't see the value in a CSI subscription...I'll check again next year.
Got a response yesterday on the latest prices and offerings from CSI. It is actually even more expensive than $1,035.00 if you want more than 25 years of history and more than 69 markets (in the world package). Each additional market is $1.00 extra per market per month with an upper limit of 100 markets. If more than 25 years of history is required, an account is deemed "commercial" and the price skyrockets from here.

Still can't see the value - I'll check again next year.

LeapFrog
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Post by LeapFrog » Mon Feb 23, 2009 12:06 pm

Just as a follow up to my previous post here, I have since subscribed to CSI data (Fall of 08) and continue to subscribe to Pinnacle Data as well.

Have been meaning to do a review and comparison of both but have not found the time. If anyone wants to PM me please do so.

In a nutshell, both have pros and cons. Pinnacle is value for money whereas CSI is comprehensive and professionally presented.

WLM
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Post by WLM » Mon Jun 01, 2009 1:27 pm

LeapFrog,

Can't seem to PM you (probably because I just check in occasionally here). Anyway I dropped CSI a number of years ago after tiring of being an unpaid beta tester. I am back in the market for a futures data provider and would like to chat about your experiences starting up with CSI again. Please shoot me a PM.

Best,
WLM
LeapFrog wrote:Just as a follow up to my previous post here, I have since subscribed to CSI data (Fall of 08) and continue to subscribe to Pinnacle Data as well.

Have been meaning to do a review and comparison of both but have not found the time. If anyone wants to PM me please do so.

In a nutshell, both have pros and cons. Pinnacle is value for money whereas CSI is comprehensive and professionally presented.

mankind
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Post by mankind » Fri Jun 12, 2009 10:21 am

When using CSI be careful of your roll logic. Generally I find that using OI will cast the widest net for realtime trading. However, there are instances in which some contracts run into probelms. the "Roll by days before expiration" = backstop? does not work. "OI or volume" seems like a good Idea but "One Day" volume spikes in distant contracts can and will cause unecessary rollovers, as will any roll logic that accounts for volume.
Also you would need to "uncheck" Generate forward, which will basically adjust your data the opposite direction in which you tested, seems scary.

As stated OI works ok but you have to watch it, there are some contracts that need a date or # of days relating to the month in question. Hope this helpful.

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