Hello, I need advise/suggestion on how to use csi the better way.
I was curious and would like to know if I have bad data and I don't do the backup. (CSI Version: 18.104.22.168)
I start to "download replacement fact file", "Refresh Database history" and do "Integrity check".
I set my roll with date and in this case is with "ED" Eurodollar. Last Nov 2 2011, my ED rolling from 2012 June to 2015 March.
I set the roll by date and I click "generate forward".
I was curious at that time why the roll would go that far and I email CSI and here is the reply: "Generate Forward pushes the delivery out too far in the future. You can uncheck ,Generate forward to force Unfair Advantage look at a closer delivery month."
Also, when I use the roll by open interest it also roll to 2015 March on that time.
I still stick with "generate forward" and roll by date and see how it goes until I do my curiosity with clicking the download replacement fact file, refresh database history and do integrity check.
Currently the new roll on June 8 2012 is from ED March 2013 to ED June 2017 (attached picture below)
Now, with ED using new rollover and my Broker position is using the old one, it's a mess now. Any advice?
I also updated to CSI Version: 22.214.171.124 and the rollover result still similar.
Need advise and suggestions. Thank you.
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- settings on the ED roll by date
- EuroDollar.JPG (105.79 KiB) Viewed 2698 times
- ED Rolling table after database history refresh and integrity check
- ED rolling after data refresh.JPG (74.56 KiB) Viewed 2699 times