Traders' Roundtable

I have been using UA for many years. As you all know, it is very difficult to change data vendor because all your analysis are based on your data history. However, now I am totally upset with UA's inaccurate data that I am seriously thinking about changing vendor. The main reason is CSI is very arrogant. I based my analysis on end-of-day open auction data. Recently the UA currency data continously shows many of those data to be a single value for OHLC. When I asked them to correct, they simply said I should refer to the combined data series for both open auction & electronic. However, since electronic sessions do not have a long history, it would seriously affect my analysis. I trade futures mainly. Any good data vendor suggestions?

Any good data vendor suggestions?

Hi Mike,

I’ve been using “Premium dataâ€

hi rhc
I have attached the UA data for British Pound (day session). You can see what kind of rubbish UA is providing. Altough it is very painful to switch data vendor, I guess sometimes enough is enough!

mike168 wrote:hi rhc
I have attached the UA data for British Pound (day session). You can see what kind of rubbish UA is providing. Altough it is very painful to switch data vendor, I guess sometimes enough is enough!

Perhaps you should check if the British Pound actually traded on the exchange floor on Friday the 26th for 0309 delivery. The floor is basically dead anyways.. Looks like pilot error and CSI doing nothing wrong here.... Look before jumping to conclusions weedhopper...

http://cmegroup.com/daily_bulletin/Sect ... 008250.pdf

Hi Mike,

If you checked out the link above re: Premium data futures market coverage you will have seen that Premium Data supplies British Pound data ONLY for the combined session (i.e. Electronic/Globex AND Floor)
There is no provision for ‘Floor only’ for the Pound (or other CME markets)
Contracts on CBOT, NYMEX & a few minor exchanges have both the Floor AND the Combined. See the link above

If you specifically want Floor only prices for CME markets you may have to stay where you are at CSI. But as RedRock said above, “The floor is basically dead anywaysâ€

RedRock, I guess you are right about the lack of floor activity. It's hard to imagine that suddenly nobody trades currencies on the CME floor on a lot of days for the last 2 months.
Rhc, the lack of high low data not only affect my indicators but also my system results because I use stop limit orders for entry and exit.

mike168 wrote:RedRock, I guess you are right about the lack of floor activity. It's hard to imagine that suddenly nobody trades currencies on the CME floor on a lot of days for the last 2 months.
Rhc, the lack of high low data not only affect my indicators but also my system results because I use stop limit orders for entry and exit.

Mike, Its been a long slow death. One which I lament having been on the floor in its glory days... The good news is I've found many advantages to the Globex et all platforms. Albeit with more effort required to extract them... Go get em!

mike168 wrote:Any good data vendor suggestions?

I have used Pinnacle for years www.pinnacledata.com and have been very pleased with them. My preference is for ASCII files however Pinnacle also produce other formats and 3 types of rollover. Separate files for electronic and floor sessions in many cases, although the floor volume is dying off all over the place of recent times. Reliable vendor, and helpful.