CSI problem on 20 Sept 2008 in CME Euro futures
Posted: Sat Sep 20, 2008 5:09 pm
I run CSI Unfair Advantage software, both version 2.9.1 and 2.9.3. Both of them showed an error this weekend, in the CME Euro currency futures (CSI Symbol "CU", CSI commodity number 524).
UA has performed an unwanted, off-schedule, rollover from the Dec-2008 contract, to the March-2009 contract, retroactive back to 9/16. This was not present in the UA runs for 9/16, 9/17, or 9/18. (I had archived them & checked the archives.)
I'm going to email their support people. Meanwhile, watch out.
Does this problem occur for those who run UA version 2.10 as well?
UA has performed an unwanted, off-schedule, rollover from the Dec-2008 contract, to the March-2009 contract, retroactive back to 9/16. This was not present in the UA runs for 9/16, 9/17, or 9/18. (I had archived them & checked the archives.)
I'm going to email their support people. Meanwhile, watch out.
Does this problem occur for those who run UA version 2.10 as well?
Code: Select all
20080911, 1.38290000, 1.38550000, 1.37390000, 1.38050000, 174782, 120001,200812, 1.38770000,CU
20080912, 1.38690000, 1.40880000, 1.38310000, 1.40700000, 289357, 129724,200812, 1.41420000,CU
20080915, 1.41380000, 1.43350000, 1.39430000, 1.40600000, 357160, 137302,200812, 1.41320000,CU
20080916, 1.41380000, 1.41460000, 1.39700000, 1.40370000, 393, 727,200903, 1.40370000,CU
20080917, 1.40070000, 1.43170000, 1.39960000, 1.43110000, 491, 1044,200903, 1.43110000,CU
20080918, 1.43020000, 1.44750000, 1.42110000, 1.43270000, 461, 1171,200903, 1.43270000,CU
20080919, 1.41250000, 1.44050000, 1.40830000, 1.43830000, 379, 1171,200903, 1.43830000,CU