Search found 8 matches
- Thu Jul 01, 2010 4:22 am
- Forum: Data Providers and other non testing software
- Topic: cannot download Csidata this morning
- Replies: 8
- Views: 6331
- Wed Mar 24, 2010 5:46 am
- Forum: Data Providers and other non testing software
- Topic: CSI Data Problem today?
- Replies: 13
- Views: 7759
- Tue Dec 29, 2009 1:12 pm
- Forum: Custom C++ or Java Platforms
- Topic: Dreaming up the ultimate contract stitching software
- Replies: 13
- Views: 15495
my favorite would be software that could read intraday data and from that would be able to build: 1) continuous backadjusted daily bars using user defined trading hours. 2) continuous backadjusted intraday data using user defined trading hours. The Tickdata engine does this, unfortunately they only ...
- Fri Feb 01, 2008 3:16 am
- Forum: Futures Markets
- Topic: LCC....
- Replies: 5
- Views: 6295
- Thu Aug 02, 2007 4:24 am
- Forum: Data Providers and other non testing software
- Topic: CSI data issues with bund, schatz and bobl
- Replies: 5
- Views: 6962
- Fri Jun 22, 2007 6:42 am
- Forum: Data Providers and other non testing software
- Topic: CSI data issues with bund, schatz and bobl
- Replies: 5
- Views: 6962
CSI data issues with bund, schatz and bobl
I have found a number of issues with the above data from CSI that have implications for testing and trading. For simplicity i will just use the bund as an example. CSI has 2 series for the bund, EBL and E2L, the first with the normal 17:15 CET fixing price and the second with the "last trade in...
- Wed Jun 20, 2007 11:53 am
- Forum: Data Providers and other non testing software
- Topic: CSI Data Corrections
- Replies: 21
- Views: 25959
- Tue Jun 19, 2007 11:52 am
- Forum: Data Providers and other non testing software
- Topic: CSI Data Corrections
- Replies: 21
- Views: 25959