Problems for crazy rolls today

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Chris67
Roundtable Knight
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Posts: 1046
Joined: Tue Dec 16, 2003 2:12 pm
Location: London

Problems for crazy rolls today

Post by Chris67 » Fri Mar 25, 2011 2:39 am

I'm seeing the Mini Dow and RBOB making crazy rolls today based on zero volume and large open interest
Have tried refreshing price data, etc - no joy as yet
Will report to CSI when they come in unless anyone got any suggestions in the meantime
Best
C

Demon

Post by Demon » Fri Mar 25, 2011 4:20 am

Chris, are you using ver .117?

Chris67
Roundtable Knight
Roundtable Knight
Posts: 1046
Joined: Tue Dec 16, 2003 2:12 pm
Location: London

Post by Chris67 » Fri Mar 25, 2011 4:52 am

.116C

Demon

Post by Demon » Fri Mar 25, 2011 7:42 am

OK, there is a bug with .116c. The new Roll by % feature has a problem with UA changing the roll details on individual markets each time it is opened up. You need to upgrade to .117 and then check every individual market in your portfolio and ensure they are all set correctly. Then rebuild your portfolio.

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