CSI problem on 20 Sept 2008 in CME Euro futures

Use this forum to discuss data providers like CSI, charting, or other non testing software.
Post Reply
sluggo
Roundtable Knight
Roundtable Knight
Posts: 2986
Joined: Fri Jun 11, 2004 2:50 pm

CSI problem on 20 Sept 2008 in CME Euro futures

Post by sluggo » Sat Sep 20, 2008 5:09 pm

I run CSI Unfair Advantage software, both version 2.9.1 and 2.9.3. Both of them showed an error this weekend, in the CME Euro currency futures (CSI Symbol "CU", CSI commodity number 524).

UA has performed an unwanted, off-schedule, rollover from the Dec-2008 contract, to the March-2009 contract, retroactive back to 9/16. This was not present in the UA runs for 9/16, 9/17, or 9/18. (I had archived them & checked the archives.)

I'm going to email their support people. Meanwhile, watch out.

Does this problem occur for those who run UA version 2.10 as well?

Code: Select all

20080911, 1.38290000, 1.38550000, 1.37390000, 1.38050000,  174782,  120001,200812, 1.38770000,CU
20080912, 1.38690000, 1.40880000, 1.38310000, 1.40700000,  289357,  129724,200812, 1.41420000,CU
20080915, 1.41380000, 1.43350000, 1.39430000, 1.40600000,  357160,  137302,200812, 1.41320000,CU
20080916, 1.41380000, 1.41460000, 1.39700000, 1.40370000,     393,     727,200903, 1.40370000,CU
20080917, 1.40070000, 1.43170000, 1.39960000, 1.43110000,     491,    1044,200903, 1.43110000,CU
20080918, 1.43020000, 1.44750000, 1.42110000, 1.43270000,     461,    1171,200903, 1.43270000,CU
20080919, 1.41250000, 1.44050000, 1.40830000, 1.43830000,     379,    1171,200903, 1.43830000,CU

7432
Roundtable Knight
Roundtable Knight
Posts: 199
Joined: Wed Dec 31, 1969 7:00 pm
Location: sandy, ut

Post by 7432 » Sat Sep 20, 2008 5:33 pm

same thing happened in the new zealand dollar on the 15th but it only shifted back to the 12th.
I sent an email to let them know it was wrong but I don't expect a response or for them to fix it.
maybe now that it has happened twice and in a more traded market tehy will look into it.

RedRock
Roundtable Knight
Roundtable Knight
Posts: 941
Joined: Fri Jan 30, 2004 3:54 pm
Location: Chicago

Post by RedRock » Sat Sep 20, 2008 9:55 pm

Sluggo,

I don't see this in 2.9.3 or 2.10.6.54 on different machines

I roll by date on the 8th from the start. Still showing 1208 in both cases.

rr

BUT WAIT, theres more...

In 2.9.3, I'm missing data between the 10th and 19th. 19th is showing up and is dec08, but nothing before till the 10th.

Interestingly, in 2.10.6.54, All the data is showing up and available thru the 19th 1208

The above is true in both the UA charts, and in my ascii files.

I just refreshed the data base in 2.9... and its the same as earlier
Likewise with 2.10. After a refresh all data is still current and correct

sluggo
Roundtable Knight
Roundtable Knight
Posts: 2986
Joined: Fri Jun 11, 2004 2:50 pm

Post by sluggo » Sun Sep 21, 2008 1:33 pm

RR, thanks a million! I think I will install the latest 2.10.x somewhere or another, for comparison purposes. Glad to know that Refresh clears out the wrongness.

RedRock
Roundtable Knight
Roundtable Knight
Posts: 941
Joined: Fri Jan 30, 2004 3:54 pm
Location: Chicago

Post by RedRock » Sun Sep 21, 2008 2:20 pm

sluggo wrote:RR, thanks a million! I think I will install the latest 2.10.x somewhere or another, for comparison purposes. Glad to know that Refresh clears out the wrongness.
To Clarify, after a refresh, I'm still missing data between 10th and 19th in 2.9.3

2.10 seems fine.

From the archive folder, I copied my portfile.adm from 2.9 into 2.10 and the transition was seamless, to my surprise. I have NOT compared the output files side by side!

One point, the download box where one selects which release to wait for before downloading, has been moved to the database menu. It doesn't come up when the DL button is pressed otherwise.

It is much faster...

sluggo
Roundtable Knight
Roundtable Knight
Posts: 2986
Joined: Fri Jun 11, 2004 2:50 pm

Post by sluggo » Sun Sep 21, 2008 11:13 pm

It appears that the problem has a straightforward cause and a weird effect.

The cause seems to be, that UA doesn't have price data for the December 2008 contract of Euro Currency on Thursday Sept 18th. It does have data for the 17th and for the 19th, but not the 18th.

The weird effect is, UA seems to have decided that Sept 17th was the last trading day of the December 2008 contract. So it rolls over to the March 2009 contract (!). I'm passing this along to CSI, cross your fingers.

RedRock
Roundtable Knight
Roundtable Knight
Posts: 941
Joined: Fri Jan 30, 2004 3:54 pm
Location: Chicago

Post by RedRock » Mon Sep 22, 2008 12:15 am

in 2.10, the dec contract does include the 17th.
in 2.9.3, the 17th data (only) is missing for dec.

Odd, in the backadjusted CU in my 2.9, it shows no data from the 10th forward till the 19th. Strange.

Perhaps the 17th data is only in error on one or some of the CSI servers. Could explain my version differences as being unrelated to version, rather which server they happened to connect with.

trendyguy
Roundtable Fellow
Roundtable Fellow
Posts: 93
Joined: Tue May 27, 2003 11:06 am

Post by trendyguy » Mon Sep 22, 2008 1:50 am

Odd, in the backadjusted CU in my 2.9, it shows no data from the 10th forward till the 19th. Strange.
I'm seeing the same problem with version 2.9.3

sluggo
Roundtable Knight
Roundtable Knight
Posts: 2986
Joined: Fri Jun 11, 2004 2:50 pm

Post by sluggo » Mon Sep 22, 2008 9:45 am

Here's the tail end of my (manually) repaired file, in case it helps someone. It rolled over on Dec 8th.

Code: Select all

20080822, 1.48080000, 1.48170000, 1.46710000, 1.46890000,  195256,  151617,200809, 1.47580000,CU
20080825, 1.46990000, 1.47230000, 1.46110000, 1.46720000,  140897,  151246,200809, 1.47410000,CU
20080826, 1.46690000, 1.46760000, 1.44870000, 1.45650000,  272695,  147109,200809, 1.46340000,CU
20080827, 1.45620000, 1.46950000, 1.45490000, 1.46260000,  245246,  146007,200809, 1.46950000,CU
20080828, 1.46330000, 1.47310000, 1.45910000, 1.46200000,  289381,  151632,200809, 1.46890000,CU
20080829, 1.46160000, 1.46870000, 1.45600000, 1.45620000,  191958,  151887,200809, 1.46310000,CU
20080902, 1.46110000, 1.46430000, 1.43870000, 1.44350000,  342906,  153077,200809, 1.45040000,CU
20080903, 1.44380000, 1.44550000, 1.43050000, 1.44120000,  278542,  155555,200809, 1.44810000,CU
20080904, 1.44190000, 1.44690000, 1.42390000, 1.42480000,  401818,  155654,200809, 1.43170000,CU
20080905, 1.41850000, 1.42730000, 1.41200000, 1.41670000,  376641,  145907,200809, 1.42360000,CU
20080908, 1.42230000, 1.43560000, 1.39800000, 1.40320000,   48640,   28677,200812, 1.40320000,CU
20080909, 1.40480000, 1.41520000, 1.39740000, 1.40940000,   68550,   56915,200812, 1.40940000,CU
20080910, 1.40360000, 1.41060000, 1.39150000, 1.39600000,  100272,   84220,200812, 1.39600000,CU
20080911, 1.39010000, 1.39270000, 1.38110000, 1.38770000,  174782,  120001,200812, 1.38770000,CU
20080912, 1.39410000, 1.41600000, 1.39030000, 1.41420000,  289357,  129724,200812, 1.41420000,CU
20080915, 1.42100000, 1.44070000, 1.40150000, 1.41320000,  357160,  137302,200812, 1.41320000,CU
20080916, 1.42110000, 1.42280000, 1.40100000, 1.41090000,  233549,  140929,200812, 1.41090000,CU
20080917, 1.40550000, 1.43810000, 1.40420000, 1.43710000,  236995,  133770,200812, 1.43710000,CU
20080918, 1.43240000, 1.45420000, 1.42750000, 1.43810000,  226396,  133770,200812, 1.43810000,CU
20080919, 1.43300000, 1.44700000, 1.41260000, 1.44430000,  202464,  146599,200812, 1.44430000,CU

AFJ Garner
Roundtable Knight
Roundtable Knight
Posts: 2040
Joined: Fri Apr 25, 2003 3:33 pm
Location: London
Contact:

Post by AFJ Garner » Mon Sep 22, 2008 11:37 am

I am most grateful that you have pointed this error out but have not myself been in contact with CSI.

When you get an answer and a fix from them, would you be kind enough to post their response here?

sluggo
Roundtable Knight
Roundtable Knight
Posts: 2986
Joined: Fri Jun 11, 2004 2:50 pm

Post by sluggo » Mon Sep 22, 2008 3:45 pm

Received at 1515 NYC time (GMT - 5) on Monday 22 Sept 2008:
CSI Data Support wrote:Date: Mon, 22 Sep 2008 15:14:35 -0400
From: Namehere <xxxxx@csidata.com>
User-Agent: Mozilla Thunderbird 1.0RC1 (Windows/20041201)
X-Accept-Language: en-us, en
To: Sluggo <sluggotrader@.......>
Subject: Re: [Fwd: Missing day's prices from Dec 2008 Commodity #524 ("CU")]


Dear Sir,


#524 Dec contract has been corrected for Sept 18, 2008. The change will be in the correction file tonight.



(Namehere)
EDIT: but at 1814 NYC time this evening, the problem isn't completely fixed. Here is the tail end of my (manually) repaired file:

Code: Select all

20080825, 1.46990000, 1.47230000, 1.46110000, 1.46720000,  140897,  151246,200809, 1.47410000,CU
20080826, 1.46690000, 1.46760000, 1.44870000, 1.45650000,  272695,  147109,200809, 1.46340000,CU
20080827, 1.45620000, 1.46950000, 1.45490000, 1.46260000,  245246,  146007,200809, 1.46950000,CU
20080828, 1.46330000, 1.47310000, 1.45910000, 1.46200000,  289381,  151632,200809, 1.46890000,CU
20080829, 1.46160000, 1.46870000, 1.45600000, 1.45620000,  191958,  151887,200809, 1.46310000,CU
20080902, 1.46110000, 1.46430000, 1.43870000, 1.44350000,  342906,  153077,200809, 1.45040000,CU
20080903, 1.44380000, 1.44550000, 1.43050000, 1.44120000,  278542,  155555,200809, 1.44810000,CU
20080904, 1.44190000, 1.44690000, 1.42390000, 1.42480000,  401818,  155654,200809, 1.43170000,CU
20080905, 1.41850000, 1.42730000, 1.41200000, 1.41670000,  376641,  145907,200809, 1.42360000,CU
20080908, 1.42230000, 1.43560000, 1.39800000, 1.40320000,   48640,   28677,200812, 1.40320000,CU
20080909, 1.40480000, 1.41520000, 1.39740000, 1.40940000,   68550,   56915,200812, 1.40940000,CU
20080910, 1.40360000, 1.41060000, 1.39150000, 1.39600000,  100272,   84220,200812, 1.39600000,CU
20080911, 1.39010000, 1.39270000, 1.38110000, 1.38770000,  174782,  120001,200812, 1.38770000,CU
20080912, 1.39410000, 1.41600000, 1.39030000, 1.41420000,  289357,  129724,200812, 1.41420000,CU
20080915, 1.42100000, 1.44070000, 1.40150000, 1.41320000,  357160,  137302,200812, 1.41320000,CU
20080916, 1.42110000, 1.42280000, 1.40100000, 1.41090000,  233549,  140929,200812, 1.41090000,CU
20080917, 1.40550000, 1.43810000, 1.40420000, 1.43710000,  236995,  133770,200812, 1.43710000,CU
20080918, 1.43240000, 1.45420000, 1.42750000, 1.43810000,  226396,  133770,200812, 1.43810000,CU
20080919, 1.43300000, 1.44700000, 1.41260000, 1.44430000,  208009,  144204,200812, 1.44430000,CU
20080922, 1.44620000, 1.48460000, 1.44140000, 1.47800000,  251123,  144204,200812, 1.47800000,CU

7432
Roundtable Knight
Roundtable Knight
Posts: 199
Joined: Wed Dec 31, 1969 7:00 pm
Location: sandy, ut

Post by 7432 » Tue Sep 23, 2008 12:41 pm

just in case anybody's data hasn't been fixed yet-
highlight CU, click edit file in portfolio, unclick generate forward.
this should give just the december contract(since the sep roll), with the last 5-7 days of data missing.
click the database menu, then refresh price history for just CU-#524.

this fixed my file anyway for both CU and NE.

RedRock
Roundtable Knight
Roundtable Knight
Posts: 941
Joined: Fri Jan 30, 2004 3:54 pm
Location: Chicago

Post by RedRock » Tue Sep 23, 2008 2:04 pm

2.10.6.51 for whatever reason has not suffered this issue. (same settings as 2.9.3)

I have tried upgrading many times only to roll back to 2.9.3 yet again. I just may stick with it this time...

Any others out there running 2.10 who had no trouble with #524 CU ?

sluggo
Roundtable Knight
Roundtable Knight
Posts: 2986
Joined: Fri Jun 11, 2004 2:50 pm

Post by sluggo » Tue Sep 23, 2008 2:21 pm

Over the weekend I tried 2.10.6.49 and it had the same failures. Since it takes my ISP 90 minutes to download a new CSI update package, I only tried the one. Maybe "in the fullness of time" I'll try build 51, thanks for the report.

Or perhaps as 7432 alludes, the reason why it works for you is not the version number of the software, but rather the fact that you don't check the Generate Forward box (?).

RedRock
Roundtable Knight
Roundtable Knight
Posts: 941
Joined: Fri Jan 30, 2004 3:54 pm
Location: Chicago

Post by RedRock » Tue Sep 23, 2008 2:42 pm

sluggo wrote:Over the weekend I tried 2.10.6.49 and it had the same failures. Since it takes my ISP 90 minutes to download a new CSI update package, I only tried the one. Maybe "in the fullness of time" I'll try build 51, thanks for the report.

Or perhaps as 7432 alludes, the reason why it works for you is not the version number of the software, but rather the fact that you don't check the Generate Forward box (?).
True, but it was not checked in either version. Likewise, I wasn't missing the data for the dec contract in 2.10. Perhaps the data was correct on the server I happened to connect to. In ay event.... All is well again.

AFJ Garner
Roundtable Knight
Roundtable Knight
Posts: 2040
Joined: Fri Apr 25, 2003 3:33 pm
Location: London
Contact:

Post by AFJ Garner » Tue Sep 23, 2008 3:38 pm

sluggo wrote: Since it takes my ISP 90 minutes to download a new CSI update package, I only tried the one.
I don't know if you have tried it but I downloaded Internet Download Manager (as referred to by the CSI website) after some CSI trouble around a year ago. It vastly speeds up the download time although, not having gone through that misery for a year or so, I forget the actual statistic.

I have 2.9.3 and have Generate Forward checked. Roll on OI, 1st trigger. I "refreshed price history" for CU at around 21.35 Central European Summer Time and thankfully the error has disappeared.

sluggo
Roundtable Knight
Roundtable Knight
Posts: 2986
Joined: Fri Jun 11, 2004 2:50 pm

Post by sluggo » Tue Sep 23, 2008 9:53 pm

AFJ Garner wrote: Internet Download Manager vastly speeds up the download time although, not having gone through that misery for a year or so, I forget the actual statistic.
Thanks for the tip, I will give it a try!

My experience on Tuesday matches yours: CSI UA 2.9.1 and 2.9.3 are now getting correct data for Euro Currency, even with the Generate Forward box checked.

Post Reply