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CSI has now added a forward roll schedule report.

Posted: Mon Mar 14, 2011 2:01 pm
by LeapFrog
In the latest upgrade available here... ... pgrade.exe

CSI has now provided a .txt report generated off users' portfile.adm showing "Days To Go" until the next roll over for all back-adjusted instruments in all portfolios.

I know others have done their own homegrown version of this, but for the rest of us, we can now generate this information directly out of CSI.

This was something I missed when migrating from the Pinnacle Data service and I'm glad to now have this feature available in CSI as well.

It enabled me to find and correct a couple of mistakes I had in my CSI data that were much easier to find using this report. Being a .txt file, it can easily be put in a spreadsheet and sorted as desired. Below is an example of the first two lines.

My thanks to Josh Reed at CSI for providing this new feature.

(p.s. for those who dare to try it out, treat the upgrade pointed to above as a "beta", copy your current UA folder before doing anything so you can get back to square one if you don't like what it does.)

Posted: Thu Dec 19, 2013 6:17 am
by marriot
Does anyone have this false rollover advice from Csi Rollover Schedule Report?
Today, 19 Dec, some Tokyo futures have to roll on 2th December, which seem to be tomorrow.

Posted: Thu Dec 19, 2013 10:55 am
by Roger Rines
Your example shows that the contracts you are scheduled to roll into do not yet exist and are not yet trading.

When you find this kind of roll forward detail consider looking at the first available trade dates in the individual Futures contract listing. This view will give you a sense of when the next available contract needed on a far reaching roll timing plan is possible.

When I looked at my JPL Rubber contract it shows the Dec.-2014 contract won't be available until around the 25th of Dec. This might just be a timing issue with CSI's Data schedule, but at least it lets you get past the impossible schedule being shown in your roll-forward report, and it gives you something to request from CSI Support.

Current release of UA has a much nicer Roll-Forward schedule and it now has provision for exporting to Excel as well as being displayed in Notepad.

Posted: Thu Dec 19, 2013 11:30 am
by marriot
my rolls date are somewhat early!
Even if results charts look better then roll on open interest.
Thank you Roger.

Posted: Fri Dec 20, 2013 6:52 pm
by marriot
Compete with the great support we get every day from Tim, Jake, Roger, Sluggo, is a big challenge.
Let me add on the family "Josh" from Csidata.
Thank you all : )

Posted: Mon Dec 23, 2013 2:42 pm
by marriot
Does anybody know why some date for Next Exipiry are missing and others have an asterisk ?
Sorry, but i was not able to find details on the help files.