check your CSI data for short interest rates, eg. EuroDollar
Posted: Fri May 27, 2011 4:31 pm
Hi,
Some of the short interest data looks very strange.
My version of UA is 2.7.10.118
Problem: price data seems to have almost no Highs and Lows. Chart looks like dots.
Occurrence: tonight, it is Eurodollar, ED, CSI #141.
Two days ago: EBL, EBM, EBS, Euro German Bund, Bobl, Schatz.
These are the most liquid contract in the world so data is more dense then eMini SP.
Look at chart of ED, Eurodollar, ED_A26B.csv
Settings: Roll by date, 10 month prior, 26th day of month, back adjusted.
Setting of Roll by data, 1 month prior, 26th day of month looks equally bad.
I've traded this market for years and normal data should not look like this.
Enclosures:
ED_A260B
ED_1260B
jpeg of ED_A260B as viewed in UA.
If you have an OLDER build, build number less then 118, does your data look right?
L
Some of the short interest data looks very strange.
My version of UA is 2.7.10.118
Problem: price data seems to have almost no Highs and Lows. Chart looks like dots.
Occurrence: tonight, it is Eurodollar, ED, CSI #141.
Two days ago: EBL, EBM, EBS, Euro German Bund, Bobl, Schatz.
These are the most liquid contract in the world so data is more dense then eMini SP.
Look at chart of ED, Eurodollar, ED_A26B.csv
Settings: Roll by date, 10 month prior, 26th day of month, back adjusted.
Setting of Roll by data, 1 month prior, 26th day of month looks equally bad.
I've traded this market for years and normal data should not look like this.
Enclosures:
ED_A260B
ED_1260B
jpeg of ED_A260B as viewed in UA.
If you have an OLDER build, build number less then 118, does your data look right?
L