If you guys see a huge cliff around 20020203 in your tests and include the LME nickel contract then this may be why:
notice the extra zeros...I have contacted CSI about this almost 2 weeks ago and was told that they would put it in the correction file...however I just updated my data a few seconds ago and checked the file again and sure enough it wasn't corrected. I was looking through the help file and it seems that if it was put in the correction file it should have been automatically correct upon update correct?
Makes me want to devise a method to check all the data I am using...
CSI #: 2074, 2078
20060202,13800.00000000,13800.00000000,13800.00000000,13800.00000000, 12150, 57011, 54,13800.00000000
20060203,139550.00000000,139550.00000000,139550.00000000,139550.00000000, 11073, 57108, 54,139550.00000000
20060206,13925.00000000,13925.00000000,13925.00000000,13925.00000000, 8959, 56815, 54,13925.00000000
CSI Data LME Nickel contract error
Have you tried the CSI commands
In my experience it often takes two or three market-days of downloads, to get corrections into your on-disk copy of the CSI database. So when CSI's data purity technician sends you email on Tuesday saying "X has been fixed", you may not see the corrected X until after Thursday evening's download. I wish it weren't so
It may also take another phone call or email to them saying "You fixed CSI #2074 but you didn't fix CSI #2078 which had the same mistake."
By the way, I trade LME nickel but I use the 3 month forwards; you're discussing the 27 month contracts. CSI's data for the 3 month guys doesn't have the price spike you're seeing.
Here is free software that finds this sort of error: viewtopic.php?t=3993
- Database / Refresh History
Database / Integrity Search
Database / Download Replacement Fact Files
In my experience it often takes two or three market-days of downloads, to get corrections into your on-disk copy of the CSI database. So when CSI's data purity technician sends you email on Tuesday saying "X has been fixed", you may not see the corrected X until after Thursday evening's download. I wish it weren't so
It may also take another phone call or email to them saying "You fixed CSI #2074 but you didn't fix CSI #2078 which had the same mistake."
By the way, I trade LME nickel but I use the 3 month forwards; you're discussing the 27 month contracts. CSI's data for the 3 month guys doesn't have the price spike you're seeing.
Here is free software that finds this sort of error: viewtopic.php?t=3993
thank you sluggo, as always your posts are very informative and appreciated 
I was just in the midst of coding a program to look for these discrepancies, but i won't try to reinvent the wheel
Thanks again for the link and creating that blox. While it irks me (and i'm sure everyone else) to find these errors, i'm glad i found them before going live...
I was just in the midst of coding a program to look for these discrepancies, but i won't try to reinvent the wheel
Thanks again for the link and creating that blox. While it irks me (and i'm sure everyone else) to find these errors, i'm glad i found them before going live...
well another heads up, i was just looking into the 3 month contracts for aluminum and sure enough i found some more "errors" that were confirmed by CSI (I wonder if they are still giving out those free pens).
the errors this time were in contract #2096 on the following dates:
20020815
20021002
20030217
20040330
20040910
20060904
20090224
CSI said that they corrections would be in 3/1/2010's correction file.
the errors this time were in contract #2096 on the following dates:
20020815
20021002
20030217
20040330
20040910
20060904
20090224
CSI said that they corrections would be in 3/1/2010's correction file.