CSI #487 (Emini SP):
Data for 20110114 showing an open interest of "0" (for those using Total Open Interest).
This is causing a roll issue for those trading ES, creating a bad roll to June (which we all know doesn't make sense).
I have emailed CSI to correct the data, just thought I'd make everyone aware:
Heads up, bad open interest data causing roll for ES
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- Roundtable Knight
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Heads up, bad open interest data causing roll for ES
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