Suspicious data
French stock index futures CAC-40 @ MATIF (April 2011 contract)
Daily data from CSI looks suspicious, intraday chart from FutureSource looks normal. I'm guessing that the intraday chart is correct and the daily chart needs an error correction.
Whoopsie Daisy sniffer software wrote: 2011/03/31 FCH Suspicious daily high; range = 6.03 ATRs
Daily data from CSI looks suspicious, intraday chart from FutureSource looks normal. I'm guessing that the intraday chart is correct and the daily chart needs an error correction.
- Attachments
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- 15 minute bars, today's chart
- intraday.png (19.35 KiB) Viewed 15865 times
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- daily bars, today is rightmost bar
- daily_CSI.png (10.65 KiB) Viewed 15865 times
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- Roundtable Knight
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- Roundtable Knight
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- Roundtable Knight
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Yes giving UA the ritualistic fire-hose enema mentioned (HERE) has fixed the problem.
I suggest performing the following voodoo rituals, they can't hurt and they may help. The full list takes 15 - 30 minutes to complete.[/size]
- Launch UA. Click Database / Download Replacement Fact files. When complete, exit UA.
- Launch UA. Click Database / Refresh Database Price History. When complete, exit UA.
- Launch UA. Click Database / Perform Database Integrity Search. When complete, exit UA.
- Launch UA. Click Download Data. When complete, exit UA.
- Have another look at SIN prices.
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- Roundtable Knight
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London Cocoa, 4/21/11
Volume/Open Interest "0" for London Cocoa:
- Attachments
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- lcc.JPG (99.99 KiB) Viewed 15526 times
Looks like somebody transposed the first two digits of the Close price in September SPI-200 stock index futures at the Sydney Futures Exchange (CSI Symbol "YAP", Commodity Number 728).
The exchange says the close was 4585.0 but CSI Unfair Advantage says 5485.0.
Thank goodness for software like the Futures Data Investigator, (LINK to Blox Marketplace download of F.D.I.) which yelled about a suspiciously tall bar.
The exchange says the close was 4585.0 but CSI Unfair Advantage says 5485.0.
Thank goodness for software like the Futures Data Investigator, (LINK to Blox Marketplace download of F.D.I.) which yelled about a suspiciously tall bar.
- Attachments
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- YAP_stockindex.png (81.61 KiB) Viewed 15162 times
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- Roundtable Knight
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LWB (EURONEXT WHEAT)
For those trading LWB, there was a bad entry tonight in the OI column (0 shown), causing a false roll to X12.
Front month is still X11, I have emailed CSI on the mistake.
Zach
Front month is still X11, I have emailed CSI on the mistake.
Zach
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- Roundtable Knight
- Posts: 137
- Joined: Thu Sep 23, 2004 11:19 am
- Location: California
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- Roundtable Knight
- Posts: 137
- Joined: Thu Sep 23, 2004 11:19 am
- Location: California
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- Roundtable Knight
- Posts: 137
- Joined: Thu Sep 23, 2004 11:19 am
- Location: California
Suspect Data, NBB (again)
Twice in two days...bad high in NBB.
Looks like someone transcribed a DEC high price in for the MARCH contract....
CSI has been alerted
Looks like someone transcribed a DEC high price in for the MARCH contract....
CSI has been alerted
- Attachments
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- aa.jpg (198.36 KiB) Viewed 14353 times
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- bad NBB bar
- nbb.JPG (141.99 KiB) Viewed 14355 times
Yes it is curious that different products at the same exchange, products which are all in the same market sector, show up so differently on the "suspicious data" reports.
- ASX/SFE Australian 90 day Bank Bills --- never any problem reports (CSI "YBA")
- ASX/SFE Australian 30 day Bank Bills --- lots and lots of problems (CSI "AIB")
- ASX/SFE New Zealand 90 day Bank Bills -- lots and lots of problems (CSI "NBB")
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- Roundtable Knight
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Sluggo,
It is almost a weekly event that NBB has issues. It is happening so frequently that I have a specific contact at CSI that I deal with for these data issues. She is great at making corrections when I discover the suspect data.
Seems there are a lot of transcription errors with different prices along the curve being combined (Dec high in March data). I have found that this is the cause of many issues.
It is almost a weekly event that NBB has issues. It is happening so frequently that I have a specific contact at CSI that I deal with for these data issues. She is great at making corrections when I discover the suspect data.
Seems there are a lot of transcription errors with different prices along the curve being combined (Dec high in March data). I have found that this is the cause of many issues.
Then you might want to alert her to these suspicious data points
Code: Select all
2011/10/13 NBB Abnormally tall bar; range = 3.81 ATRs
2011/08/05 NBB Abnormally tall bar; range = 4.45 ATRs
2011/07/28 NBB Abnormally tall bar; range = 4.76 ATRs
2011/07/18 NBB Abnormally tall bar; range = 4.14 ATRs
2011/06/13 NBB Abnormally tall bar; range = 3.88 ATRs
2011/06/09 NBB Suspicious daily low; range = 3.87 ATRs
2011/02/24 NBB Abnormally tall bar; range = 3.63 ATRs
2011/02/23 NBB Abnormally tall bar; range = 10.24 ATRs
2011/02/22 NBB Abnormally tall bar; range = 4.58 ATRs
2010/05/06 NBB Abnormally tall bar; range = 4.46 ATRs
2009/12/10 NBB Abnormally tall bar; range = 7.96 ATRs
2009/04/30 NBB Abnormally tall bar; range = 3.88 ATRs
2009/01/29 NBB Abnormally tall bar; range = 4.35 ATRs
2009/01/13 NBB Abnormally tall bar; range = 3.69 ATRs
2008/11/05 NBB Big gap up; range today = 3.78 ATRs
2008/10/08 NBB Big gap up; range today = 5.86 ATRs
2008/09/26 NBB Suspicious daily high; range = 4.19 ATRs
2008/09/11 NBB Abnormally tall bar; range = 10.82 ATRs
2008/06/09 NBB Suspicious daily high; range = 9.13 ATRs
2008/05/22 NBB Suspicious daily high; range = 3.93 ATRs
2008/05/08 NBB Abnormally tall bar; range = 7.19 ATRs
2008/04/24 NBB Suspicious daily high; range = 4.12 ATRs
2007/06/07 NBB Abnormally tall bar; range = 8.52 ATRs
2007/04/26 NBB Abnormally tall bar; range = 4.49 ATRs
2007/04/13 NBB Abnormally tall bar; range = 4.79 ATRs
2007/03/08 NBB Abnormally tall bar; range = 4.26 ATRs
2007/01/25 NBB Suspicious daily high; range = 5.77 ATRs
2006/12/07 NBB Abnormally tall bar; range = 4.50 ATRs
2006/10/26 NBB Abnormally tall bar; range = 6.15 ATRs
2006/09/14 NBB Abnormally tall bar; range = 5.84 ATRs
2006/07/18 NBB Abnormally tall bar; range = 3.74 ATRs
2006/07/17 NBB Abnormally tall bar; range = 4.30 ATRs
2006/06/07 NBB Abnormally tall bar; range = 4.05 ATRs
2006/03/24 NBB Abnormally tall bar; range = 6.26 ATRs
2006/03/09 NBB Abnormally tall bar; range = 6.06 ATRs
2006/01/31 NBB Abnormally tall bar; range = 4.42 ATRs
2005/10/14 NBB Abnormally tall bar; range = 4.33 ATRs
2005/05/31 NBB Abnormally tall bar; range = 3.71 ATRs
2005/03/10 NBB Abnormally tall bar; range = 8.09 ATRs
2004/12/09 NBB Big gap down; range today = 5.07 ATRs
2004/10/28 NBB Abnormally tall bar; range = 5.89 ATRs
2004/09/09 NBB Abnormally tall bar; range = 6.50 ATRs
2004/08/06 NBB Abnormally tall bar; range = 3.56 ATRs
2004/07/29 NBB Abnormally tall bar; range = 3.61 ATRs
2004/06/10 NBB Abnormally tall bar; range = 6.26 ATRs
2004/04/29 NBB Abnormally tall bar; range = 6.60 ATRs
2004/04/05 NBB Big gap down; range today = 4.07 ATRs
2004/03/11 NBB Abnormally tall bar; range = 6.03 ATRs
2004/01/29 NBB Abnormally tall bar; range = 8.42 ATRs
2003/12/12 NBB Big gap up; range today = 5.95 ATRs
2003/12/11 NBB Big gap down; range today = 8.31 ATRs
2003/12/04 NBB Abnormally tall bar; range = 6.99 ATRs
2003/11/05 NBB Big gap down; range today = 5.79 ATRs
2003/07/24 NBB Abnormally tall bar; range = 3.69 ATRs
2003/06/26 NBB Big gap down; range today = 4.46 ATRs
2003/04/24 NBB Abnormally tall bar; range = 8.93 ATRs
2003/03/06 NBB Abnormally tall bar; range = 4.40 ATRs
2002/12/13 NBB Big gap up; range today = 3.52 ATRs
2002/06/26 NBB Abnormally tall bar; range = 4.82 ATRs
2002/03/20 NBB Abnormally tall bar; range = 5.32 ATRs
2001/09/12 NBB Big gap up; range today = 9.64 ATRs
2001/09/10 NBB Abnormally tall bar; range = 3.94 ATRs
2001/09/07 NBB Abnormally tall bar; range = 4.07 ATRs
2001/06/28 NBB Big gap down; range today = 3.84 ATRs
2001/03/30 NBB Suspicious daily high; range = 4.53 ATRs
2001/03/14 NBB Abnormally tall bar; range = 3.70 ATRs
2001/01/05 NBB Abnormally tall bar; range = 4.89 ATRs
2001/01/03 NBB Abnormally tall bar; range = 3.57 ATRs
2000/12/07 NBB Abnormally tall bar; range = 3.86 ATRs
2000/12/06 NBB Abnormally tall bar; range = 4.50 ATRs
2000/08/16 NBB Abnormally tall bar; range = 4.08 ATRs
2000/04/26 NBB 5 days without price data, prev= 20000420
2000/04/19 NBB Abnormally tall bar; range = 3.66 ATRs
2000/03/15 NBB Abnormally tall bar; range = 7.71 ATRs
2000/01/05 NBB 5 days without price data, prev= 19991230
1999/12/13 NBB Abnormally tall bar; range = 4.29 ATRs
1999/09/24 NBB Abnormally tall bar; range = 5.72 ATRs
1999/08/27 NBB Abnormally tall bar; range = 4.03 ATRs
1999/08/25 NBB Abnormally tall bar; range = 3.91 ATRs
1999/05/19 NBB Abnormally tall bar; range = 3.53 ATRs
1998/08/20 NBB Abnormally tall bar; range = 3.71 ATRs
1998/03/18 NBB Abnormally tall bar; range = 4.14 ATRs
1997/12/16 NBB Abnormally tall bar; range = 3.58 ATRs
1997/12/05 NBB Abnormally tall bar; range = 3.66 ATRs
1997/07/18 NBB Abnormally tall bar; range = 4.94 ATRs
1997/03/13 NBB Abnormally tall bar; range = 3.91 ATRs
1996/12/11 NBB Big gap up; range today = 4.20 ATRs
1996/10/15 NBB Abnormally tall bar; range = 3.60 ATRs
1996/09/13 NBB Abnormally tall bar; range = 3.77 ATRs
1995/12/14 NBB Abnormally tall bar; range = 5.13 ATRs
1995/10/18 NBB Abnormally tall bar; range = 3.88 ATRs
1995/10/17 NBB Suspicious daily low; range = 3.52 ATRs
1995/07/18 NBB Suspicious daily high; range = 3.56 ATRs
1995/07/10 NBB Abnormally tall bar; range = 4.32 ATRs
1994/11/30 NBB Abnormally tall bar; range = 5.28 ATRs
1994/06/27 NBB Abnormally tall bar; range = 5.49 ATRs
1993/11/08 NBB Big gap down; range today = 13.81 ATRs
1993/03/11 NBB 6 days without price data, prev= 19930304
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- Roundtable Knight
- Posts: 137
- Joined: Thu Sep 23, 2004 11:19 am
- Location: California
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- Roundtable Knight
- Posts: 137
- Joined: Thu Sep 23, 2004 11:19 am
- Location: California