I was importing CSI data in a software and I got many import errors like:
close>high or close<low -> see png below
Something wrong with the data I've got???
Is there some file setting to change?
CSI CL2 futures
CSI CL2 futures
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- CL2.png (11.61 KiB) Viewed 2181 times
Have you seen this section of the CSI Unfair Advantage manual? (ref)
One important aspect of portfolio customization is selecting how commodity settlement prices that occur outside the day's trading range will be handled.
Many traders make the mistake of assuming that the settlement price quoted by the exchanges is the same as the last or closing price. This is not necessarily so. Many contracts, particularly at the mercantile exchanges are "settled" by a committee of exchange officials after the close of the markets.
The settlement price is commonly used as proxy for the closing price in simple bar-chart analysis. When markets are settled outside the trading range, it is a common practice ...