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Hello:
What are the correct data values for the Ten Year Note, day session?
The contract is TY2, front month is December.
The data shown below is from CSI.
The data reported by Genesis Financial Data Systems is different
for October 15, 16, 17, 18...
Something must be wrong, and CSI is not responsive.
(CSI does not even acknowledge Email bug reports.)
If you get an end of day data feed, could you
PLEASE POST THE CONTRACT VOLUME AND TOTAL VOLUME NUMBERS
SUPPLIED BY YOUR DATA FEED.
Thank you.
Details:
Notice that for 10/11 and 10/15 the contract volume
and Total Volume are way larger then the prior and
subsequent days.
20021011, 403433, 970566, 408645, 1006412
20021015, 676860, 984403, 692181, 1028008
^ ^
Date, Volume, OI, Tot Volume, Total Open Interest
20021008, 110179, 970005, 122309, 1006573
20021009, 80786, 965573, 82234, 1003018
20021010, 81436, 973991, 85046, 1011619
20021011, 403433, 970566, 408645, 1006412
20021015, 676860, 984403, 692181, 1028008
20021016, 116443, 966257, 124975, 1009953
20021017, 170693, 940099, 189468, 989739
20021018, 117545, 917951, 124185, 968735
20021021, 84536, 892767, 87246, 944070
20021022, 114143, 865354, 132657, 920551
20021023, 127226, 854700, 138915, 907878
20021024, 114228, 854620, 119284, 907649
--
Regards,
Leslie Walko
--
"Life is a tragedy for those who feel, a comedy for those who think"
Horace Walpole, 4th earl of Orford, in a letter dated about 1770
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