Tokyo Silver @ TCE: ticksize change, CSI wonky

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sluggo
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Tokyo Silver @ TCE: ticksize change, CSI wonky

Post by sluggo »

For those who trade Silver at the Tokyo Commodity Exchange, there has been a Spec change as of the Dec 2010 contract. (Which is now the front month in terms of volume). The exchange's notice (dated 11 Nov 2009) is shown below, along with CSI's price chart.
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CSI price chart, watch out for the gap!
CSI price chart, watch out for the gap!
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Notification from TCE
Notification from TCE
jsv1.png (17.6 KiB) Viewed 4133 times
LeviF
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Post by LeviF »

I dont trade futures, but I'm curious what you guys do in these situations to maintain your data integrity?
sluggo
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Post by sluggo »

What would YOU do if something like this suddenly popped up in your Forex data? That's pretty much the same thing futures guys would do.
sluggo
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Post by sluggo »

Here's the chart as presented by CSI today. The gap she is no more.
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