Traders' Roundtable

Hello,

I have the following problem using CSIs UA software to access futures data (UA Version:2.9.3). I got no answer from CSI so far. Does somebody know what's wrong, or can help ?

I'm trying to chart or export to file a single contract of raw data without any adjustment. I'm looking for example at symbol 529(SXX), and select the June contract of 2004. For June 17th, for example, the numbers I get from my UA are for OHLC: 2736, 2755, 2735, 2749. For June 16th I get a closing price of 2743.

The problem is: these numbers are not correct. They are shifted downwards.

The closing price for the ESTX June 04 contract on June 17th was 2815, not 2749. Same for June 16th, the real closing price was 2808, not 2743 as UA claims. This is the same with all other prices. They are shifted somehow. Probably I'm missing some feature, which I don't know how to disable, and that distorts the "raw" prices I'm getting.

Here is my handling:
In order to get the raw prices in the portfolio I select "add market", select a symbol, click on the first tab ("normal"), select a particular contract, and export. Very simple, all according to the manual. All post processing options and portfolio preferences are deselected, as far as I can tell.

What I want to get are the unadjusted raw data, without any modification or correction. Has anybody had and solved the same problem?

Regards,
Robert

Have you checked the portfolio preferences? Look at the Back Adjusting and Historical Adjustments tabs and make sure you have nothing selected that might mess with the raw data.

Hi PaulZ,

thanks for the answer. I already looked at that, however. Everything is unchecked in both places.

Regards,
Robert

Are you absolutely and completely certain you have selected the correct commodity in CSI?

Would you bet your grandmother's life that CSI symbol "SXX", CSI commodity number 529 is the futures contract you really want?

I am confident you have accidentally studied the wrong symbol.

Sluggo,

thanks for your answer and I bow deep to you and your nose smelling correctly my mistake. It turned our there are two of the futures I'm looking for (CSI# 529 and 530), and unfortunately in the UA software as well as in their factsheet the descriptions are not very helpful:
529 Index-DJ STOXX 50-EUREX
530 Index-DJ Euro STOXX 50-EUREX
Every other number in the factsheet is identical for the two. It was the second one I was looking for, and now the prices are correct.

So it turned out to be rather a beginners mistake, selecting the wrong future. It was difficult to find, however, because the two move together all the time. With hindsight it's stupid when searching for "STOXX" in UA and finding #529, not to look at 530 and see the identical name.

I often read of the neccessity to double- and triple-check everything, when ones money is at stake. This is the first time I experienced it myself, and it gives me the good feeling that such checks are useful. Checking even CSI data against other sources obviously is neccessary, if only to learn something about being thorough, not something about CSIs data.

Thanks again,
Robert