Traders' Roundtable

still no joy.......

hi,

fyi, i am having the same update problems. Also the problem was before and after the windows update.

also on sunday during 1 hour in the afternoon there was a similar problem.

equa

my favorite would be software that could read intraday data and from that would be able to build:

1) continuous backadjusted daily bars using user defined trading hours.
2) continuous backadjusted intraday data using user defined trading hours.

The Tickdata engine does this, unfortunately they ...

Just dodgy data.

As far as i know, this has been going on for quite a while. I however only noticed it in Fixed Income after the introduction of the E2L, E2M etc series. I do remember however that i had this issue with the Dax as well last year which resulted in me manually adjusting the data every day.....

I have found a number of issues with the above data from CSI that have implications for testing and trading. For simplicity i will just use the bund as an example. CSI has 2 series for the bund, EBL and E2L, the first with the normal 17:15 CET fixing price and the second with the "last trade in ...

the reply i got from Rudi at CSI which worked is as follows:
Download replacement fact files with "download new stock mkt specs" UNCHECKED. Then Refresh Price history on the 2 bobl cts. nºs 996 and 553. Atferwards rebuild files.
This worked for me.

they promise that it will be fixed with tonight's update