Need help/advise on CSI UA--my rollover is messed up on ED

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Stephen Y
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Need help/advise on CSI UA--my rollover is messed up on ED

Post by Stephen Y » Mon Jun 18, 2012 12:49 am

Hello, I need advise/suggestion on how to use csi the better way.

I was curious and would like to know if I have bad data and I don't do the backup. (CSI Version: 2.10.7.117)
I start to "download replacement fact file", "Refresh Database history" and do "Integrity check".

I set my roll with date and in this case is with "ED" Eurodollar. Last Nov 2 2011, my ED rolling from 2012 June to 2015 March.
I set the roll by date and I click "generate forward".
I was curious at that time why the roll would go that far and I email CSI and here is the reply: "Generate Forward pushes the delivery out too far in the future. You can uncheck ,Generate forward to force Unfair Advantage look at a closer delivery month."
Also, when I use the roll by open interest it also roll to 2015 March on that time.
I still stick with "generate forward" and roll by date and see how it goes until I do my curiosity with clicking the download replacement fact file, refresh database history and do integrity check.

Currently the new roll on June 8 2012 is from ED March 2013 to ED June 2017 (attached picture below)

Now, with ED using new rollover and my Broker position is using the old one, it's a mess now. Any advice?

I also updated to CSI Version: 2.10.7.119 and the rollover result still similar.

Need advise and suggestions. Thank you.


Stephen
Attachments
EuroDollar.JPG
settings on the ED roll by date
EuroDollar.JPG (105.79 KiB) Viewed 2478 times
ED rolling after data refresh.JPG
ED Rolling table after database history refresh and integrity check
ED rolling after data refresh.JPG (74.56 KiB) Viewed 2479 times

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