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Could you please provide a couple of specific examples - dates, times, and
prices. I have occasionally spot-checked TS7 S&P500 front-contract prices
against the CME's official T&S files and have, so far, never found any
significant discrepancies.
Regards,
Carroll Slemaker
----- Original Message -----
From: "Chris Evans" <evanscje@xxxxxxxxxxxxx>
To: "Omega List" <omega-list@xxxxxxxxxx>
Sent: Monday, November 17, 2003 4:00 PM
Subject: beware bad data
> for the record .. I design and trade systems using TS2K and my data vendor
has been Genesis Data. .. so I finally succumbed and got TS7.1 so some of
my signals would be entered automatically , so before setting them up I
checked the systems and results to be sure I got the same history as I got
on TS2K ..
> I found significant discrepancies .. which I then had to reconcile..
in the end all the differences came down to different data histories so I
used Bloomberg to check and see which data was correct .. in every case
Genesis was right and TS7.1 had errors that created incorrect historical
trades and performance. I'm talking about major errors in daily prices for
the S&P 500 lead contract - not some obscure palladium contract!
> After seeing what 'I've seen I could never use TS7.1 to design a new
system...
>
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