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Heads up, bad open interest data causing roll for ES

Posted: Tue Jan 18, 2011 9:48 pm
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:

Posted: Thu Jan 20, 2011 11:46 am
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).