Possible bad data RTS Index CSI #1049

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Roundtable Knight
Roundtable Knight
Posts: 128
Joined: Tue Apr 12, 2011 11:46 am

Possible bad data RTS Index CSI #1049

Post by longmemory »

RTS index shows Contract Volume of 410,712 on 2008-05-28.
On 2008-5-30, volume is 19 contracts.

CSI Name = RIX
CSI # = 1049

This is not just a bad roll, contract does not look right after May 28, 2008. See image.

According to the Futures Industry Association, the RTS Index has experienced > 60% growth in volume from 2009 to 2010, so the market is alive & well.

Is this a case of bad data?
Has anyone access to alternate data source?
(Makes error reports more credible when calling CSI.)

Thank you,
rts_index_csi1049_volume_drop20080528.jpg (353.9 KiB) Viewed 2072 times

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