Traders' Roundtable

Thanks for posting. I am not doing any back-adjustment.

My impression of CSI is that their data is good, but their service leaves a lot to be desired.

According to CSI's tech support, creating an n-th month rolling series with fixed expiration dates does NOT work (i.e. it's a known bug, but there is no ETA for a fix...and it's been outstanding for literally months). In my experience, fixed expiration does actually seem to work for monthly contract...

Thanks for posting the story. Perhaps the US should just ban speculators from selling stocks, and from buying oil... ; )

to clarify: a "pair" is two currencies, one of which is USD a "cross" is two non-USD currencies re: the original q, "If I trade a cross that doesn't have USD in it, like EUR/JPY, does the movement of USD affect the profitability of the trade?" that depends on your numer...

The CSI advice will likely be download the most recent build [2.10.6] and try again...

Is there a way to avoid downloading cash data? I have set uaApi2.FillInCashPrice = 0; but the cash data still downloads. The API documentation (such as it is) says "non-zero is true", so I don't think the issue is '0' rather than 'false'. EDIT: To skip cash data, you'll need something like...

I spoke to an experienced C# programmer, who said that it's not necessary to use .Close() or .Dispose(). I live and learn...

Thanks Bernd. My (limited) understanding is that it's good practice to dispose of objects, in spite of the garbage collection --- this seems to be why using{...} is recommended, as it implicitly calls .dispose(). But I'm a n00b to C# and am very happy to be corrected by those more knowledgeable!

When finished with the UA API, is there a method to dispose of the object? I asked CSI and their response was uaApi2 delete; (where uaApi2 is API2Class object), but that results in an error.

Trading spot is different from trading futures (or forwards). You should find out from IB how their roll works - it's very unlikely you'll genuinely be trading spot, as that would require delivery of the notional at settlement. So either you'll be trading spot intraday and closing the position befor...

IIRC there have been a couple of good discussions of FX swaps/forwards on Wilmott.com. If I find the link, I will post it.

Very much depends on what pairs/crosses you want to trade. Only major pairs are liquid on CME.

I haven't traded on any of the retail platforms, but I understand their roll costs are not transparent, and are potentially high. So that may be worth considering when selecting a platform.

Thanks for the responses. Writing to the API is straightforward, even if the documentation/support are somewhat lacking.

is it possible to write to the api using C#? api support is somewhat lacking, which is why i'm posting this here. there is some demo code included as part of the UA download, but the examples are in VBA or C++. [edit: i know you could probably create a wrapper class for the C++ code but i'd rather n...

a related discussion can be found here: http://www.nuclearphynance.com/Show%20P ... DKey=94784

using a relational database for tick data storage may be undesirable. i will try to post a link to a discussion of this elsewhere. in the mean time, you may wish to look at kdb or xenomorph.

you could also try http://www.rentacoder.com/RentACoder/default.asp