Heads up, bad open interest data causing roll for ES

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zacharyoxman
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Heads up, bad open interest data causing roll for ES

Post by zacharyoxman »

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:
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Algonquin
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Post by Algonquin »

Thanks for the heads up, Zach! I see this was finally corrected.

(For those of you looking for a great broker - systems of otherwise - I whole heartedly recommend Zach. I've been using him for some time and am a very happy client).
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