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Problems for crazy rolls today

Posted: Fri Mar 25, 2011 2:39 am
by Chris67
I'm seeing the Mini Dow and RBOB making crazy rolls today based on zero volume and large open interest
Have tried refreshing price data, etc - no joy as yet
Will report to CSI when they come in unless anyone got any suggestions in the meantime
Best
C

Posted: Fri Mar 25, 2011 4:20 am
by Demon
Chris, are you using ver .117?

Posted: Fri Mar 25, 2011 4:52 am
by Chris67
.116C

Posted: Fri Mar 25, 2011 7:42 am
by Demon
OK, there is a bug with .116c. The new Roll by % feature has a problem with UA changing the roll details on individual markets each time it is opened up. You need to upgrade to .117 and then check every individual market in your portfolio and ensure they are all set correctly. Then rebuild your portfolio.