Traders' Roundtable

I agree with Chris on this. I traded it for years, but it seemed to fall apart. Many days of OHLC at the same price and/or terrible volume and slip on trades.

sluggo wrote:Ask about Milling Wheat at MATIF (Euronext-Paris), or Robusta Coffee at LIFFE, or Brent Crude Oil (London), or Rubber (TOCOM-Tokyo).

Not having any execution issues with those....are you?

Another bad high in NBB overnight. CSi is reporting the March high as 97.22 and the actual high was 97.15

Yet another DEC into MARCH price error.

I will see what I can do...not hopeful that they will fix these though.

I do love the FDI (Futures Data Investigator) though...it's a great tool!

Sluggo,

It is almost a weekly event that NBB has issues. It is happening so frequently that I have a specific contact at CSI that I deal with for these data issues. She is great at making corrections when I discover the suspect data.

Seems there are a lot of transcription errors with different ...

Twice in two days...bad high in NBB.

Looks like someone transcribed a DEC high price in for the MARCH contract....

CSI has been alerted

Depends on what opening you are talking about. With electronic exchanges, most markets are open for a large swath of the day. In most markets, the traditional MOO (Market On Open) order is not accepted anymore.

Which market are you trying to get done at the open?

What I'm about to say is complete speculation, but it seems that gold was hammered overnight on nothing. No major news, disruption, margin hike, etc...just nailed down to 1818...now holding a low of 1803. Could it be the next target?

I think we will continue to see more and more price control as ...

Or put a post up and see if anyone else has fired off a lot and can screen print a statement for you

As Sluggo masterfully points out, even the exchanges muff it up from time to time.

Lets reconcile directly from an open trade (snapshot sheet from an MFG account):

open trade entry price 68.50
last price 65.30

68.50-65.30 = -3.2 points
-3.2 * 5 contracts = -16 points
-16 x 300GPB = -4,800 GBP ...

Quoted/Traded in XX.XX form...69.80, etc.

BPV should be listed as 300

Currency should be listed as GBP

Also, you must trade it in 5 lot increments

I hope this helps.

Zach

That's a good bar....I show that close via. eMIdas on an open long trade as well.

October settling at 68.12 for IPE Nat Gas

Chris

I'm short EuroSTOXX right now, and just exited some CAC shorts the other day (on stops, not forced out). No issues on my end.

Chris,

You are correct. I've sent another email this morning and will follow up with a call today.

Zach

For those trading LWB, there was a bad entry tonight in the OI column (0 shown), causing a false roll to X12.

Front month is still X11, I have emailed CSI on the mistake.

Zach

We can trade Malaysian Palm Oil through MFG, and are doing so for a number of clients.

Zach Oxman
949 874 8477
zach@trendmax.com

We are currently trading IPE Nat Gas (NGL) and have been for about 2 years.

You have to trade it in 5 lot increments, and the orders are placed through ICE/IPE.

Despite what CSI says, the price is XX.XX...(no thousandths decimal)

I have always rolled on open interest on CSI and have never ran ...

Volume/Open Interest "0" for London Cocoa:

I had a few clients stop in to CAC, but we didn't show the fill in real time. I had them refresh their CSI data (as did I), and the bad bar was corrected and the fill was removed from their Order Sheets.

Sticking by the system, I find that during times like this, it makes it all a bit (I said...a bit) easier to deal with.

These Yen moves are insane. The trade sizes both yesterday and today during the blow up and blow...down...today were some of the largest per trade that I've seen.

Wild.